+208.6%
B vs PEG
+159.1%
+49.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.9% |
| 7D | +7.1% | +2.6% | +4.6% | +6.2% |
| 30D | -3.3% | +3.3% | -6.7% | -4.5% |
| 3M | -2.5% | +1.1% | -3.6% | -3.1% |
| 6M | -7.2% | -1.4% | -5.8% | -7.0% |
| YTD | -7.4% | -4.6% | -2.8% | -6.1% |
| 1Y | +16.4% | -7.2% | +23.6% | +19.2% |
| 3Y | +178.7% | +33.7% | +145.0% | +147.3% |
| 5Y | +121.7% | +40.8% | +80.9% | +92.4% |
| 10Y | +208.6% | +162.8% | +45.8% | +76.1% |
| All | +208.6% | +159.1% | +49.5% | +76.1% |
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