+40.5%
ECL vs PEG
+43.1%
-2.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +0.5% |
| 7D | -0.5% | +0.9% | -1.4% | -0.9% |
| 30D | +8.8% | +3.8% | +5.0% | +7.0% |
| 3M | +7.8% | +0.1% | +7.8% | +7.7% |
| 6M | +21.3% | -1.0% | +22.3% | +21.7% |
| YTD | +17.8% | -4.1% | +21.9% | +19.5% |
| 1Y | +21.1% | -6.9% | +27.9% | +24.4% |
| 3Y | +80.1% | +35.6% | +44.4% | +45.1% |
| 5Y | +40.5% | +42.8% | -2.3% | +9.1% |
| All | +40.5% | +43.1% | -2.6% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling