+371.6%
ALL vs PEG
+171.2%
+200.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | -0.4% |
| 7D | +5.0% | +4.5% | +0.5% | +2.7% |
| 30D | +13.3% | +7.5% | +5.8% | +9.3% |
| 3M | +3.2% | +0.8% | +2.3% | +2.6% |
| 6M | +25.3% | 0.0% | +25.3% | +24.9% |
| YTD | +30.5% | -3.0% | +33.5% | +31.3% |
| 1Y | +29.2% | -4.7% | +33.9% | +31.2% |
| 3Y | +119.1% | +36.5% | +82.6% | +81.2% |
| 5Y | +162.6% | +44.4% | +118.3% | +108.0% |
| All | +371.6% | +171.2% | +200.4% | +201.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling