+125.6%
EW vs PEG
+139.0%
-13.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | 0.0% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -6.4% | -1.7% | -4.6% | -5.6% |
| 3M | -1.6% | -6.8% | +5.2% | +1.5% |
| 6M | +2.3% | -11.4% | +13.6% | +7.6% |
| YTD | +1.1% | -7.2% | +8.3% | +4.0% |
| 1Y | +8.0% | -6.1% | +14.1% | +10.1% |
| 3Y | +16.3% | +31.8% | -15.4% | -0.7% |
| 5Y | -29.4% | +35.6% | -65.0% | -41.1% |
| 10Y | +125.6% | +148.7% | -23.1% | +44.9% |
| All | +125.6% | +139.0% | -13.4% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling