+58.3%
ECL vs PEG
+33.5%
+24.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -2.6% | +0.7% | -3.3% | -2.8% |
| 30D | -2.2% | -2.4% | +0.3% | -1.5% |
| 3M | +10.1% | -4.8% | +14.9% | +11.8% |
| 6M | -5.7% | -10.7% | +5.0% | -2.6% |
| YTD | +7.0% | -6.7% | +13.6% | +9.1% |
| 1Y | +2.7% | -6.8% | +9.5% | +4.7% |
| All | +58.3% | +33.5% | +24.8% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling