+2,926.4%
V vs PEG
+219.6%
+2,706.8%
-51.9%
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 | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | +2.0% | -2.4% | +4.4% | +2.9% |
| 3M | +17.4% | -4.8% | +22.2% | +19.5% |
| 6M | +17.5% | -10.7% | +28.2% | +22.5% |
| YTD | +7.6% | -6.7% | +14.3% | +9.8% |
| 1Y | +7.7% | -6.8% | +14.6% | +9.7% |
| 3Y | +54.7% | +34.5% | +20.2% | +32.4% |
| 5Y | +73.0% | +35.8% | +37.3% | +45.7% |
| 10Y | +390.9% | +141.7% | +249.1% | +214.4% |
| All | +2,926.4% | +219.6% | +2,706.8% | +1,227.4% |
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