+13.5%
U vs PEG
+34.5%
-21.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.4% |
| 7D | +4.5% | +1.0% | +3.4% | +4.2% |
| 30D | -0.6% | -1.9% | +1.3% | -0.1% |
| 3M | +48.4% | -3.7% | +52.1% | +49.6% |
| 6M | +115.4% | -9.4% | +124.8% | +121.1% |
| YTD | -3.2% | -6.0% | +2.8% | -2.7% |
| 1Y | -6.0% | -4.4% | -1.7% | -6.9% |
| 3Y | +13.5% | +33.5% | -20.1% | -3.4% |
| All | +13.5% | +34.5% | -21.0% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling