+155.6%
ECL vs PEG
+139.0%
+16.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.4% |
| 7D | -2.7% | -0.1% | -2.7% | -2.7% |
| 30D | -4.3% | -1.7% | -2.5% | -3.4% |
| 3M | +3.2% | -6.8% | +10.0% | +7.0% |
| 6M | -2.9% | -11.4% | +8.5% | +3.2% |
| YTD | +4.3% | -7.2% | +11.5% | +8.0% |
| 1Y | +1.6% | -6.1% | +7.8% | +4.3% |
| 3Y | +54.3% | +31.8% | +22.5% | +26.5% |
| 5Y | +26.5% | +35.6% | -9.1% | +1.2% |
| 10Y | +155.6% | +148.7% | +6.9% | +55.2% |
| All | +155.6% | +139.0% | +16.6% | +55.2% |
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