+311.2%
TPR vs PEG
+145.3%
+165.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.5% | -4.2% |
| 7D | -3.4% | +1.0% | -4.4% | -4.0% |
| 30D | -27.3% | -1.9% | -25.4% | -26.6% |
| 3M | -16.2% | -3.7% | -12.6% | -14.6% |
| 6M | -17.9% | -9.4% | -8.5% | -13.3% |
| YTD | -7.1% | -6.0% | -1.1% | -4.5% |
| 1Y | +13.6% | -4.4% | +18.0% | +15.1% |
| 3Y | +293.7% | +33.5% | +260.2% | +215.8% |
| 5Y | +239.1% | +35.7% | +203.3% | +160.1% |
| 10Y | +311.2% | +140.4% | +170.8% | +132.9% |
| All | +311.2% | +145.3% | +165.9% | +132.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling