-68.9%
XYZ vs PEG
+35.8%
-104.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.0% | +0.7% | -1.7% | -1.4% |
| 30D | -1.7% | -2.4% | +0.7% | -0.4% |
| 3M | +16.7% | -4.8% | +21.5% | +19.6% |
| 6M | +26.9% | -10.7% | +37.5% | +34.4% |
| YTD | +27.1% | -6.7% | +33.8% | +29.8% |
| 1Y | +9.3% | -6.8% | +16.1% | +10.8% |
| 3Y | +42.3% | +34.5% | +7.8% | +4.9% |
| All | -68.9% | +35.8% | -104.7% | -78.7% |
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 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