-22.7%
U vs PEG
+78.6%
-101.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +4.8% |
| 7D | +2.6% | +4.5% | -1.9% | +1.1% |
| 30D | +27.6% | +7.5% | +20.0% | +24.3% |
| 3M | +15.3% | +0.8% | +14.5% | +14.8% |
| 6M | +96.4% | 0.0% | +96.4% | +95.3% |
| YTD | +19.6% | -3.0% | +22.6% | +19.3% |
| 1Y | +42.1% | -4.7% | +46.9% | +42.7% |
| 3Y | +87.5% | +36.5% | +51.1% | +60.2% |
| 5Y | -73.1% | +44.4% | -117.5% | -77.5% |
| All | -22.7% | +78.6% | -101.3% | -47.2% |
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