+25.1%
USB vs PEG
+41.8%
-16.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | +1.4% | +2.6% | -1.1% | +0.3% |
| 30D | +6.4% | +3.3% | +3.1% | +4.9% |
| 3M | -4.5% | +1.1% | -5.5% | -5.0% |
| 6M | +11.4% | -1.4% | +12.8% | +11.8% |
| YTD | +17.1% | -4.6% | +21.7% | +18.5% |
| 1Y | +32.6% | -7.2% | +39.8% | +35.8% |
| 3Y | +101.8% | +33.7% | +68.1% | +66.9% |
| 5Y | +25.1% | +40.8% | -15.7% | -2.5% |
| All | +25.1% | +41.8% | -16.7% | -2.5% |
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