-5.8%
TLT vs PEG
-7.6%
+1.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | -1.0% | +1.5% | -2.5% | -1.3% |
| 30D | +4.1% | +5.0% | -0.9% | +3.3% |
| 3M | -0.4% | -0.3% | 0.0% | -0.4% |
| 6M | -3.2% | -2.7% | -0.5% | -3.0% |
| YTD | -3.5% | -5.1% | +1.6% | -2.8% |
| 1Y | -5.8% | -8.3% | +2.4% | -4.0% |
| All | -5.8% | -7.6% | +1.8% | -4.0% |
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