+377.9%
TPR vs PEG
+147.2%
+230.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.6% |
| 7D | +14.2% | -2.3% | +16.5% | +15.7% |
| 30D | +17.1% | +1.2% | +15.9% | +16.2% |
| 3M | -17.7% | -2.4% | -15.4% | -16.8% |
| 6M | -10.2% | -6.9% | -3.3% | -6.7% |
| YTD | +4.9% | -7.2% | +12.1% | +8.6% |
| 1Y | +36.1% | -8.9% | +45.0% | +42.3% |
| 3Y | +416.5% | +27.1% | +389.3% | +326.3% |
| 5Y | +254.8% | +33.8% | +221.0% | +173.4% |
| All | +377.9% | +147.2% | +230.8% | +168.6% |
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