+162.1%
EQX vs PEG
+31.8%
+130.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | -3.2% | -0.9% | -2.3% | -2.8% |
| 30D | +7.8% | -3.7% | +11.5% | +9.6% |
| 3M | +21.3% | -7.3% | +28.6% | +25.7% |
| 6M | -22.4% | -10.5% | -11.9% | -18.1% |
| YTD | -11.3% | -7.5% | -3.8% | -8.0% |
| 1Y | +13.5% | -8.7% | +22.2% | +18.5% |
| 3Y | +162.1% | +31.4% | +130.8% | +91.8% |
| All | +162.1% | +31.8% | +130.3% | +91.8% |
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