-62.1%
W vs PEG
+38.2%
-100.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | +6.5% | +1.0% | +5.5% | +5.9% |
| 30D | -6.2% | -1.9% | -4.3% | -5.2% |
| 3M | +48.9% | -3.7% | +52.5% | +52.1% |
| 6M | +31.2% | -9.4% | +40.6% | +38.4% |
| YTD | -0.4% | -6.0% | +5.6% | +2.0% |
| 1Y | +14.8% | -4.4% | +19.2% | +15.6% |
| 3Y | +40.5% | +33.5% | +7.0% | +9.2% |
| 5Y | -62.1% | +35.7% | -97.9% | -72.2% |
| All | -62.1% | +38.2% | -100.4% | -72.2% |
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 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