+126.1%
TLT vs PEG
+1,125.4%
-999.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.4% |
| 7D | -2.7% | +2.3% | -5.0% | -2.6% |
| 30D | +2.2% | +6.1% | -4.0% | +2.5% |
| 3M | -1.7% | -0.5% | -1.2% | -1.8% |
| 6M | -4.0% | -3.2% | -0.8% | -4.1% |
| YTD | -4.9% | -4.4% | -0.5% | -5.1% |
| 1Y | -7.4% | -7.4% | 0.0% | -7.8% |
| 3Y | +3.0% | +33.9% | -30.9% | +5.5% |
| 5Y | -35.1% | +42.3% | -77.4% | -33.0% |
| 10Y | -12.7% | +166.4% | -179.1% | -3.4% |
| All | +126.1% | +1,125.4% | -999.3% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling