-71.5%
U vs PEG
+41.8%
-113.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.9% |
| 7D | +24.4% | +2.6% | +21.8% | +23.1% |
| 30D | +7.4% | +3.3% | +4.1% | +5.8% |
| 3M | +16.8% | +1.1% | +15.7% | +16.0% |
| 6M | +78.8% | -1.4% | +80.2% | +78.5% |
| YTD | +14.0% | -4.6% | +18.5% | +14.3% |
| 1Y | +16.7% | -7.2% | +23.9% | +18.6% |
| 3Y | +86.4% | +33.7% | +52.6% | +50.3% |
| 5Y | -71.5% | +40.8% | -112.3% | -77.4% |
| All | -71.5% | +41.8% | -113.2% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling