-53.4%
W vs PEG
+43.1%
-96.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +2.7% |
| 7D | +3.3% | +0.9% | +2.4% | +2.8% |
| 30D | +10.5% | +3.8% | +6.7% | +8.1% |
| 3M | +9.6% | +0.1% | +9.6% | +9.4% |
| 6M | +76.4% | -1.0% | +77.4% | +77.0% |
| YTD | +16.4% | -4.1% | +20.5% | +17.7% |
| 1Y | +9.3% | -6.9% | +16.2% | +12.6% |
| 3Y | +172.8% | +35.6% | +137.2% | +107.8% |
| 5Y | -53.4% | +42.8% | -96.1% | -66.8% |
| All | -53.4% | +43.1% | -96.5% | -66.8% |
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