+554.0%
XYZ vs PEG
+172.0%
+382.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +12.1% | -2.3% | +14.4% | +13.5% |
| 30D | +12.4% | +1.2% | +11.2% | +11.6% |
| 3M | +8.2% | -2.4% | +10.5% | +9.3% |
| 6M | +20.7% | -6.9% | +27.5% | +24.5% |
| YTD | +31.3% | -7.2% | +38.5% | +34.4% |
| 1Y | +20.5% | -8.9% | +29.4% | +24.5% |
| 3Y | +72.6% | +27.1% | +45.5% | +45.0% |
| 5Y | -64.0% | +33.8% | -97.8% | -70.6% |
| 10Y | +601.8% | +150.2% | +451.7% | +329.4% |
| All | +554.0% | +172.0% | +382.1% | +328.0% |
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