+3.3%
TLT vs PEG
+34.2%
-30.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.7% | +2.3% | -5.0% | -3.0% |
| 30D | +2.2% | +6.1% | -4.0% | +1.4% |
| 3M | -1.7% | -0.5% | -1.2% | -1.8% |
| 6M | -4.0% | -3.2% | -0.8% | -3.7% |
| YTD | -4.9% | -4.4% | -0.5% | -4.6% |
| 1Y | -7.4% | -7.4% | 0.0% | -6.8% |
| All | +3.3% | +34.2% | -30.9% | -5.5% |
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 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