+163.6%
W vs PEG
+198.6%
-35.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | +37.2% | -4.8% | +42.0% | +40.4% |
| 6M | +26.3% | -10.7% | +37.0% | +33.1% |
| YTD | -1.0% | -6.7% | +5.7% | +1.6% |
| 1Y | +20.1% | -6.8% | +26.9% | +22.9% |
| 3Y | +37.8% | +34.5% | +3.3% | +15.8% |
| 5Y | -63.7% | +35.8% | -99.4% | -69.6% |
| 10Y | +156.3% | +141.7% | +14.6% | +62.5% |
| All | +163.6% | +198.6% | -35.0% | +29.6% |
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