+357.0%
TPR vs PEG
+167.4%
+189.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | -1.1% | +2.3% | -3.5% | -2.5% |
| 30D | +15.1% | +6.1% | +9.0% | +11.1% |
| 3M | -13.4% | -0.5% | -12.9% | -13.3% |
| 6M | +1.4% | -3.2% | +4.5% | +2.8% |
| YTD | +4.8% | -4.4% | +9.2% | +6.5% |
| 1Y | +29.2% | -7.4% | +36.6% | +33.8% |
| 3Y | +403.7% | +33.9% | +369.7% | +302.6% |
| 5Y | +230.8% | +42.3% | +188.5% | +144.7% |
| All | +357.0% | +167.4% | +189.6% | +150.9% |
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