+12,781.7%
ECL vs PEG
+2,907.1%
+9,874.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -2.6% | +0.7% | -3.3% | -2.9% |
| 30D | -2.2% | -2.4% | +0.3% | -1.2% |
| 3M | +10.1% | -4.8% | +14.9% | +12.2% |
| 6M | -5.7% | -10.7% | +5.0% | -1.6% |
| YTD | +7.0% | -6.7% | +13.6% | +9.6% |
| 1Y | +2.7% | -6.8% | +9.5% | +5.1% |
| 3Y | +57.7% | +34.5% | +23.2% | +37.4% |
| 5Y | +31.1% | +35.8% | -4.6% | +13.6% |
| 10Y | +150.9% | +141.7% | +9.1% | +73.2% |
| All | +12,781.7% | +2,907.1% | +9,874.6% | +3,491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling