+35.3%
D vs PEG
+145.3%
-110.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.1% |
| 7D | +0.8% | +1.0% | -0.3% | +0.1% |
| 30D | -0.7% | -1.9% | +1.1% | +0.5% |
| 3M | +2.1% | -3.7% | +5.8% | +4.6% |
| 6M | +6.8% | -9.4% | +16.3% | +14.1% |
| YTD | +16.5% | -6.0% | +22.5% | +21.2% |
| 1Y | +19.2% | -4.4% | +23.5% | +22.1% |
| 3Y | +61.9% | +33.5% | +28.3% | +28.7% |
| 5Y | +6.5% | +35.7% | -29.2% | -16.7% |
| 10Y | +35.3% | +140.4% | -105.1% | -31.4% |
| All | +35.3% | +145.3% | -110.0% | -31.4% |
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