+14,337.8%
DE vs PEG
+2,929.1%
+11,408.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.1% |
| 7D | +0.7% | +1.0% | -0.3% | +0.3% |
| 30D | +9.6% | -1.9% | +11.5% | +10.4% |
| 3M | +19.0% | -3.7% | +22.6% | +20.6% |
| 6M | +16.1% | -9.4% | +25.5% | +20.5% |
| YTD | +47.0% | -6.0% | +53.0% | +50.3% |
| 1Y | +43.1% | -4.4% | +47.5% | +44.9% |
| 3Y | +77.5% | +33.5% | +44.0% | +54.5% |
| 5Y | +96.4% | +35.7% | +60.6% | +68.0% |
| 10Y | +852.9% | +140.4% | +712.5% | +534.6% |
| All | +14,337.8% | +2,929.1% | +11,408.7% | +4,511.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling