+151.1%
ETR vs PEG
+43.5%
+107.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -1.2% |
| 7D | +1.2% | +4.5% | -3.3% | -2.3% |
| 30D | +7.0% | +7.5% | -0.5% | +1.1% |
| 3M | +4.6% | +0.8% | +3.8% | +3.8% |
| 6M | +0.1% | 0.0% | +0.1% | 0.0% |
| YTD | +23.2% | -3.0% | +26.2% | +25.8% |
| 1Y | +20.6% | -4.7% | +25.3% | +24.8% |
| 3Y | +156.3% | +36.5% | +119.8% | +95.1% |
| All | +151.1% | +43.5% | +107.7% | +83.2% |
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