+533.2%
XYZ vs PEG
+173.5%
+359.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.0% | +0.7% | -1.7% | -1.3% |
| 30D | -1.7% | -2.4% | +0.7% | -0.5% |
| 3M | +16.7% | -4.8% | +21.5% | +19.4% |
| 6M | +26.9% | -10.7% | +37.5% | +33.6% |
| YTD | +27.1% | -6.7% | +33.8% | +29.9% |
| 1Y | +9.3% | -6.8% | +16.1% | +11.1% |
| 3Y | +42.3% | +34.5% | +7.8% | +15.8% |
| 5Y | -69.3% | +35.8% | -105.1% | -75.1% |
| 10Y | +586.8% | +141.7% | +445.1% | +324.1% |
| All | +533.2% | +173.5% | +359.7% | +313.7% |
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