-13.0%
EFX vs PEG
+32.2%
-45.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.6% |
| 7D | -9.4% | -0.1% | -9.3% | -9.3% |
| 30D | -6.9% | -1.7% | -5.1% | -6.4% |
| 3M | +0.1% | -6.8% | +6.9% | +2.6% |
| 6M | -17.3% | -11.4% | -6.0% | -13.9% |
| YTD | -21.8% | -7.2% | -14.6% | -20.2% |
| 1Y | -32.5% | -6.1% | -26.4% | -31.6% |
| All | -13.0% | +32.2% | -45.2% | -23.9% |
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 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