-39.0%
U vs PEG
+71.9%
-110.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -3.8% | +0.7% | -4.5% | -4.0% |
| 30D | +17.5% | -2.4% | +19.9% | +18.4% |
| 3M | +38.7% | -4.8% | +43.5% | +40.8% |
| 6M | +104.4% | -10.7% | +115.1% | +112.0% |
| YTD | -5.7% | -6.7% | +1.0% | -4.5% |
| 1Y | +3.7% | -6.8% | +10.5% | +4.5% |
| 3Y | +12.3% | +34.5% | -22.2% | -3.7% |
| 5Y | -68.8% | +35.8% | -104.6% | -73.4% |
| All | -39.0% | +71.9% | -110.9% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling