+33.0%
USB vs PEG
-6.5%
+39.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +1.9% |
| 7D | +0.8% | +0.9% | -0.1% | +0.5% |
| 30D | +6.8% | +3.8% | +3.0% | +6.0% |
| 3M | -3.8% | +0.1% | -3.9% | -4.0% |
| 6M | +11.7% | -1.0% | +12.7% | +11.9% |
| YTD | +17.5% | -4.1% | +21.6% | +16.1% |
| All | +33.0% | -6.5% | +39.6% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling