+98.3%
USB vs PEG
+34.5%
+63.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | -1.3% | -2.4% | +1.1% | -0.4% |
| 3M | +15.2% | -4.8% | +20.0% | +17.2% |
| 6M | +18.8% | -10.7% | +29.5% | +23.4% |
| YTD | +21.0% | -6.7% | +27.7% | +23.1% |
| 1Y | +34.0% | -6.8% | +40.9% | +36.0% |
| All | +98.3% | +34.5% | +63.7% | +59.9% |
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 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