+152.2%
EWJ vs PEG
+2,009.4%
-1,857.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | +1.0% | -1.0% | +2.0% | +1.3% |
| 30D | +1.0% | -2.6% | +3.6% | +1.8% |
| 3M | +7.2% | -7.6% | +14.9% | +9.8% |
| 6M | +13.9% | -12.2% | +26.0% | +18.3% |
| YTD | +20.8% | -8.1% | +28.9% | +23.6% |
| 1Y | +26.4% | -7.0% | +33.4% | +28.7% |
| 3Y | +71.8% | +30.6% | +41.2% | +55.6% |
| 5Y | +49.9% | +34.4% | +15.5% | +33.1% |
| 10Y | +140.0% | +146.5% | -6.5% | +69.8% |
| All | +152.2% | +2,009.4% | -1,857.2% | +12.9% |
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 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