+40.1%
W vs PEG
+36.1%
+4.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | -4.2% | +0.7% | -4.9% | -4.5% |
| 30D | -7.6% | -2.4% | -5.1% | -6.6% |
| 3M | +37.2% | -4.8% | +42.0% | +40.0% |
| 6M | +26.3% | -10.7% | +37.0% | +32.3% |
| YTD | -1.0% | -6.7% | +5.7% | +1.0% |
| 1Y | +20.1% | -6.8% | +26.9% | +21.9% |
| All | +40.1% | +36.1% | +4.0% | +16.2% |
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