+286.5%
C vs PEG
+145.3%
+141.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | +3.2% | +1.0% | +2.1% | +2.6% |
| 30D | +1.3% | -1.9% | +3.2% | +2.3% |
| 3M | +3.1% | -3.7% | +6.8% | +5.0% |
| 6M | +29.6% | -9.4% | +39.1% | +36.1% |
| YTD | +19.0% | -6.0% | +24.9% | +21.7% |
| 1Y | +45.6% | -4.4% | +50.0% | +47.0% |
| 3Y | +269.3% | +33.5% | +235.8% | +200.1% |
| 5Y | +131.6% | +35.7% | +95.8% | +82.5% |
| 10Y | +286.5% | +140.4% | +146.1% | +148.8% |
| All | +286.5% | +145.3% | +141.2% | +148.8% |
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