+7,594.5%
EW vs PEG
+1,439.5%
+6,155.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +4.9% | +2.3% | +2.6% | +4.1% |
| 30D | +24.1% | +6.1% | +17.9% | +21.6% |
| 3M | +13.7% | -0.5% | +14.2% | +13.7% |
| 6M | +32.7% | -3.2% | +35.9% | +33.7% |
| YTD | +24.1% | -4.4% | +28.5% | +25.3% |
| 1Y | +23.6% | -7.4% | +31.0% | +26.1% |
| 3Y | +64.8% | +33.9% | +30.8% | +47.5% |
| 5Y | -8.8% | +42.3% | -51.1% | -20.4% |
| 10Y | +248.8% | +166.4% | +82.4% | +147.7% |
| All | +7,594.5% | +1,439.5% | +6,155.0% | +2,876.2% |
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 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