+18.4%
U vs PEG
-6.2%
+24.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +5.2% |
| 7D | +7.5% | +1.0% | +6.5% | +8.1% |
| 30D | -7.0% | +6.6% | -13.7% | -3.7% |
| 3M | +20.6% | -3.1% | +23.7% | +18.1% |
| 6M | +53.2% | -7.4% | +60.5% | +46.9% |
| YTD | -3.9% | -6.4% | +2.6% | -5.6% |
| 1Y | +18.4% | -7.4% | +25.8% | +15.1% |
| All | +18.4% | -6.2% | +24.6% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling