+7,716.4%
TPR vs PEG
+876.3%
+6,840.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -2.3% | +0.7% | -3.0% | -2.6% |
| 30D | -23.0% | -2.4% | -20.5% | -22.1% |
| 3M | -12.5% | -4.8% | -7.7% | -10.5% |
| 6M | -21.4% | -10.7% | -10.7% | -17.1% |
| YTD | -3.5% | -6.7% | +3.2% | -0.7% |
| 1Y | +17.4% | -6.8% | +24.2% | +20.4% |
| 3Y | +291.3% | +34.5% | +256.8% | +228.1% |
| 5Y | +241.9% | +35.8% | +206.2% | +179.7% |
| 10Y | +322.7% | +141.7% | +180.9% | +159.0% |
| All | +7,716.4% | +876.3% | +6,840.1% | +2,817.6% |
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 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