+513.6%
EWT vs PEG
+148.0%
+365.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.9% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | +4.5% | -3.7% | +8.2% | +5.5% |
| 3M | +8.3% | -7.3% | +15.5% | +10.4% |
| 6M | +54.2% | -10.5% | +64.7% | +58.6% |
| YTD | +74.6% | -7.5% | +82.1% | +77.6% |
| 1Y | +84.9% | -8.7% | +93.6% | +88.6% |
| 3Y | +197.5% | +31.4% | +166.2% | +171.1% |
| 5Y | +150.6% | +37.8% | +112.8% | +122.6% |
| All | +513.6% | +148.0% | +365.6% | +332.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling