+138.6%
EWJ vs PEG
+2,124.8%
-1,986.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +4.0% | +4.5% | -0.5% | +2.5% |
| 30D | -4.3% | +7.5% | -11.8% | -6.5% |
| 3M | -6.8% | +0.8% | -7.7% | -7.2% |
| 6M | -0.9% | 0.0% | -0.9% | -1.2% |
| YTD | +14.3% | -3.0% | +17.3% | +14.9% |
| 1Y | +15.3% | -4.7% | +20.0% | +16.5% |
| 3Y | +65.6% | +36.5% | +29.1% | +48.0% |
| 5Y | +47.5% | +44.4% | +3.1% | +28.0% |
| 10Y | +126.2% | +170.2% | -44.0% | +55.4% |
| All | +138.6% | +2,124.8% | -1,986.2% | +4.9% |
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