+92.5%
USB vs PEG
+26.8%
+65.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.5% | -0.7% | -0.7% | -1.2% |
| 30D | +4.3% | +1.9% | +2.4% | +3.6% |
| 3M | -6.1% | -2.3% | -3.7% | -5.4% |
| 6M | +9.4% | -6.7% | +16.1% | +11.8% |
| YTD | +15.2% | -6.6% | +21.8% | +17.0% |
| 1Y | +32.8% | -5.3% | +38.1% | +33.9% |
| All | +92.5% | +26.8% | +65.7% | +62.1% |
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