+39.7%
EFX vs PEG
+148.0%
-108.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -4.5% | -0.9% | -3.7% | -4.2% |
| 30D | -6.1% | -3.7% | -2.4% | -4.5% |
| 3M | +6.2% | -7.3% | +13.5% | +9.9% |
| 6M | -11.2% | -10.5% | -0.7% | -6.9% |
| YTD | -21.4% | -7.5% | -13.9% | -19.1% |
| 1Y | -34.3% | -8.7% | -25.6% | -32.1% |
| 3Y | -12.5% | +31.4% | -43.9% | -25.6% |
| 5Y | -35.6% | +37.8% | -73.3% | -46.8% |
| All | +39.7% | +148.0% | -108.3% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling