+197.5%
ECL vs PEG
+167.4%
+30.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | -0.5% | +2.3% | -2.8% | -1.7% |
| 30D | +6.6% | +6.1% | +0.4% | +3.2% |
| 3M | +9.6% | -0.5% | +10.1% | +9.7% |
| 6M | +21.6% | -3.2% | +24.8% | +23.4% |
| YTD | +16.9% | -4.4% | +21.3% | +19.0% |
| 1Y | +17.9% | -7.4% | +25.3% | +21.9% |
| 3Y | +76.5% | +33.9% | +42.5% | +43.2% |
| 5Y | +36.6% | +42.3% | -5.7% | +6.0% |
| All | +197.5% | +167.4% | +30.1% | +77.4% |
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