+7,515.3%
EW vs PEG
+1,444.3%
+6,071.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +1.4% |
| 7D | +12.3% | +0.9% | +11.4% | +11.9% |
| 30D | +22.9% | +3.8% | +19.1% | +21.3% |
| 3M | +16.7% | +0.1% | +16.6% | +16.5% |
| 6M | +31.0% | -1.0% | +31.9% | +31.0% |
| YTD | +22.8% | -4.1% | +27.0% | +23.9% |
| 1Y | +25.6% | -6.9% | +32.4% | +27.9% |
| 3Y | +62.0% | +35.6% | +26.3% | +44.4% |
| 5Y | -12.8% | +42.8% | -55.5% | -24.0% |
| 10Y | +239.8% | +160.2% | +79.6% | +142.9% |
| All | +7,515.3% | +1,444.3% | +6,071.0% | +2,842.7% |
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