-26.6%
U vs PEG
+76.0%
-102.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +2.8% | +2.3% | +0.5% | +2.0% |
| 30D | +7.6% | +6.1% | +1.5% | +5.3% |
| 3M | +12.7% | -0.5% | +13.2% | +12.7% |
| 6M | +87.0% | -3.2% | +90.1% | +88.0% |
| YTD | +13.6% | -4.4% | +18.0% | +13.9% |
| 1Y | +25.3% | -7.4% | +32.7% | +27.2% |
| 3Y | +85.8% | +33.9% | +51.8% | +59.7% |
| 5Y | -74.5% | +42.3% | -116.8% | -78.5% |
| All | -26.6% | +76.0% | -102.6% | -49.6% |
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