+126.1%
ETR vs PEG
+33.9%
+92.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -0.2% |
| 7D | +0.4% | -0.1% | +0.5% | +0.5% |
| 30D | +2.0% | -1.7% | +3.8% | +3.4% |
| 3M | -1.7% | -6.8% | +5.1% | +3.8% |
| 6M | +3.6% | -11.4% | +14.9% | +13.6% |
| YTD | +18.0% | -7.2% | +25.3% | +24.9% |
| 1Y | +26.2% | -6.1% | +32.4% | +32.1% |
| 3Y | +148.0% | +31.8% | +116.2% | +94.2% |
| 5Y | +126.1% | +35.6% | +90.4% | +73.7% |
| All | +126.1% | +33.9% | +92.2% | +73.7% |
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