-1.1%
TLT vs PEG
+34.5%
-35.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | -0.3% | -1.9% | +1.6% | -0.1% |
| 3M | -1.7% | -3.7% | +1.9% | -1.3% |
| 6M | -4.9% | -9.4% | +4.5% | -3.8% |
| YTD | -2.8% | -6.0% | +3.2% | -2.1% |
| 1Y | -4.2% | -4.4% | +0.2% | -3.8% |
| 3Y | -1.1% | +33.5% | -34.6% | -12.2% |
| All | -1.1% | +34.5% | -35.6% | -12.2% |
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