+1.6%
ECL vs PEG
-5.7%
+7.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -2.7% | -0.1% | -2.7% | -2.7% |
| 30D | -4.3% | -1.7% | -2.5% | -3.7% |
| 3M | +3.2% | -6.8% | +10.0% | +5.9% |
| 6M | -2.9% | -11.4% | +8.5% | +0.8% |
| YTD | +4.3% | -7.2% | +11.5% | +7.0% |
| 1Y | +1.6% | -6.1% | +7.8% | +4.8% |
| All | +1.6% | -5.7% | +7.3% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling