+17.1%
EW vs PEG
+34.5%
-17.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.8% |
| 7D | -4.4% | +1.0% | -5.5% | -4.8% |
| 30D | -3.3% | -1.9% | -1.5% | -2.8% |
| 3M | +1.0% | -3.7% | +4.7% | +2.3% |
| 6M | +6.2% | -9.4% | +15.7% | +9.6% |
| YTD | +1.7% | -6.0% | +7.7% | +3.4% |
| 1Y | +8.1% | -4.4% | +12.5% | +8.8% |
| 3Y | +17.1% | +33.5% | -16.4% | +5.6% |
| All | +17.1% | +34.5% | -17.4% | +5.6% |
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