+55.2%
EWT vs PEG
-6.2%
+61.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -10.9% | +1.0% | -11.9% | -10.9% |
| 30D | -17.7% | +6.6% | -24.3% | -18.0% |
| 3M | -5.0% | -3.1% | -1.9% | -4.8% |
| 6M | +7.4% | -7.4% | +14.7% | +7.7% |
| YTD | +52.8% | -6.4% | +59.3% | +53.3% |
| 1Y | +55.2% | -7.4% | +62.6% | +55.7% |
| All | +55.2% | -6.2% | +61.4% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling