+48.3%
D vs PEG
+159.1%
-110.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +2.4% | +2.6% | -0.2% | +0.6% |
| 30D | +10.9% | +3.3% | +7.6% | +8.4% |
| 3M | +2.8% | +1.1% | +1.8% | +1.9% |
| 6M | +12.7% | -1.4% | +14.1% | +13.6% |
| YTD | +20.3% | -4.6% | +24.9% | +23.6% |
| 1Y | +17.1% | -7.2% | +24.3% | +22.6% |
| 3Y | +75.1% | +33.7% | +41.4% | +39.1% |
| 5Y | +13.1% | +40.8% | -27.7% | -13.7% |
| 10Y | +48.3% | +162.8% | -114.6% | -27.7% |
| All | +48.3% | +159.1% | -110.9% | -27.7% |
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 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