+202.3%
ECL vs PEG
+171.2%
+31.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.8% |
| 7D | +2.9% | +4.5% | -1.6% | +0.5% |
| 30D | +7.5% | +7.5% | 0.0% | +3.4% |
| 3M | +12.2% | +0.8% | +11.4% | +11.5% |
| 6M | +24.6% | 0.0% | +24.5% | +24.2% |
| YTD | +18.8% | -3.0% | +21.8% | +20.0% |
| 1Y | +19.3% | -4.7% | +24.1% | +21.6% |
| 3Y | +78.2% | +36.5% | +41.7% | +43.1% |
| 5Y | +38.8% | +44.4% | -5.6% | +6.9% |
| All | +202.3% | +171.2% | +31.0% | +78.8% |
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