+4,504.5%
ETR vs PEG
+3,024.2%
+1,480.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -1.1% |
| 7D | +1.2% | +4.5% | -3.3% | -1.8% |
| 30D | +7.0% | +7.5% | -0.5% | +1.9% |
| 3M | +4.6% | +0.8% | +3.8% | +3.9% |
| 6M | +0.1% | 0.0% | +0.1% | +0.1% |
| YTD | +23.2% | -3.0% | +26.2% | +25.6% |
| 1Y | +20.6% | -4.7% | +25.3% | +24.4% |
| 3Y | +156.3% | +36.5% | +119.8% | +106.5% |
| 5Y | +159.6% | +44.4% | +115.3% | +101.8% |
| 10Y | +377.1% | +170.2% | +206.9% | +149.9% |
| All | +4,504.5% | +3,024.2% | +1,480.3% | +551.1% |
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