+6,258.3%
EFX vs PEG
+2,929.1%
+3,329.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | -7.8% | +1.0% | -8.9% | -8.2% |
| 30D | -5.7% | -1.9% | -3.8% | -5.1% |
| 3M | +2.5% | -3.7% | +6.2% | +3.9% |
| 6M | -16.7% | -9.4% | -7.2% | -13.9% |
| YTD | -20.2% | -6.0% | -14.2% | -18.8% |
| 1Y | -31.4% | -4.4% | -27.0% | -30.7% |
| 3Y | -10.5% | +33.5% | -44.0% | -20.6% |
| 5Y | -35.2% | +35.7% | -71.0% | -43.0% |
| 10Y | +40.2% | +140.4% | -100.3% | -0.6% |
| All | +6,258.3% | +2,929.1% | +3,329.2% | +2,107.7% |
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