-35.9%
EFX vs PEG
+35.4%
-71.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -11.1% | -0.9% | -10.2% | -10.8% |
| 30D | -7.4% | -2.8% | -4.6% | -6.2% |
| 3M | +1.5% | -6.9% | +8.4% | +4.9% |
| 6M | -13.7% | -11.4% | -2.3% | -9.0% |
| YTD | -21.9% | -7.4% | -14.5% | -19.6% |
| 1Y | -30.8% | -8.3% | -22.5% | -28.6% |
| 3Y | -12.4% | +31.5% | -43.9% | -28.0% |
| 5Y | -35.9% | +38.0% | -73.9% | -49.7% |
| All | -35.9% | +35.4% | -71.3% | -49.7% |
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 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