+262.0%
TER vs PEG
+36.1%
+225.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -8.3% | -2.4% | -5.8% | -7.4% |
| 3M | -12.2% | -4.8% | -7.4% | -11.2% |
| 6M | +17.1% | -10.7% | +27.8% | +22.2% |
| YTD | +84.7% | -6.7% | +91.3% | +89.0% |
| 1Y | +199.9% | -6.8% | +206.8% | +206.1% |
| All | +262.0% | +36.1% | +225.9% | +240.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling