+33.6%
TER vs PEG
-7.0%
+40.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -8.9% | +2.6% | -11.5% | -9.7% |
| 30D | -39.1% | +3.3% | -42.4% | -39.8% |
| 3M | -32.8% | +1.1% | -33.8% | -32.6% |
| 6M | -31.7% | -1.4% | -30.3% | -32.7% |
| YTD | +26.9% | -4.6% | +31.5% | +26.3% |
| 1Y | +33.6% | -7.2% | +40.8% | +36.5% |
| All | +33.6% | -7.0% | +40.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling