+6,438.2%
EW vs PEG
+1,403.2%
+5,035.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | +1.0% | -2.4% | +3.5% | +1.8% |
| 3M | +2.8% | -4.8% | +7.6% | +4.4% |
| 6M | +5.5% | -10.7% | +16.2% | +9.3% |
| YTD | +5.5% | -6.7% | +12.1% | +7.5% |
| 1Y | +11.0% | -6.8% | +17.9% | +13.0% |
| 3Y | +17.7% | +34.5% | -16.8% | +5.2% |
| 5Y | -25.7% | +35.8% | -61.5% | -34.2% |
| 10Y | +132.8% | +141.7% | -8.9% | +70.3% |
| All | +6,438.2% | +1,403.2% | +5,035.0% | +2,453.2% |
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