+203.4%
W vs PEG
+203.7%
-0.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -7.4% | +1.5% | -8.9% | -8.0% |
| 30D | +7.8% | +5.0% | +2.8% | +5.2% |
| 3M | +10.9% | -0.3% | +11.2% | +10.9% |
| 6M | +86.4% | -2.7% | +89.1% | +88.6% |
| YTD | +14.0% | -5.1% | +19.0% | +15.8% |
| 1Y | +3.5% | -8.3% | +11.8% | +7.0% |
| 3Y | +164.8% | +33.0% | +131.7% | +124.1% |
| 5Y | -53.1% | +41.3% | -94.4% | -61.6% |
| 10Y | +220.4% | +164.5% | +55.9% | +96.3% |
| All | +203.4% | +203.7% | -0.4% | +47.7% |
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