+131.2%
TLT vs PEG
+1,096.4%
-965.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | -0.6% | -2.4% | +1.9% | -0.7% |
| 3M | -2.7% | -4.8% | +2.1% | -3.0% |
| 6M | -5.6% | -10.7% | +5.1% | -6.2% |
| YTD | -2.8% | -6.7% | +3.9% | -3.1% |
| 1Y | -1.4% | -6.8% | +5.4% | -1.8% |
| 3Y | -1.6% | +34.5% | -36.1% | +0.8% |
| 5Y | -33.8% | +35.8% | -69.6% | -32.0% |
| 10Y | -21.1% | +141.7% | -162.9% | -13.4% |
| All | +131.2% | +1,096.4% | -965.2% | +192.4% |
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 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