-29.4%
EW vs PEG
+38.2%
-67.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | +1.0% | -3.7% | +4.7% | +2.4% |
| 6M | +6.2% | -9.4% | +15.7% | +10.1% |
| YTD | +1.7% | -6.0% | +7.7% | +3.7% |
| 1Y | +8.1% | -4.4% | +12.5% | +9.0% |
| 3Y | +17.1% | +33.5% | -16.4% | +0.8% |
| 5Y | -29.4% | +35.7% | -65.1% | -39.9% |
| All | -29.4% | +38.2% | -67.6% | -39.9% |
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 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