+393.0%
EFA vs PEG
+731.7%
-338.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.9% |
| 7D | +1.2% | +1.0% | +0.2% | +0.7% |
| 30D | -0.7% | -1.9% | +1.1% | 0.0% |
| 3M | +6.4% | -3.7% | +10.1% | +7.9% |
| 6M | +11.4% | -9.4% | +20.8% | +15.9% |
| YTD | +14.0% | -6.0% | +20.0% | +16.5% |
| 1Y | +20.2% | -4.4% | +24.6% | +21.6% |
| 3Y | +68.2% | +33.5% | +34.7% | +43.8% |
| 5Y | +54.8% | +35.7% | +19.1% | +29.5% |
| 10Y | +142.4% | +140.4% | +2.0% | +47.8% |
| All | +393.0% | +731.7% | -338.7% | +73.7% |
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