+146.1%
EWT vs PEG
+35.4%
+110.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | +4.8% | -2.8% | +7.5% | +5.5% |
| 3M | +11.1% | -6.9% | +18.1% | +12.8% |
| 6M | +54.6% | -11.4% | +66.0% | +58.8% |
| YTD | +71.4% | -7.4% | +78.8% | +73.9% |
| 1Y | +82.1% | -8.3% | +90.4% | +85.0% |
| 3Y | +193.2% | +31.5% | +161.7% | +171.6% |
| 5Y | +146.1% | +38.0% | +108.1% | +124.0% |
| All | +146.1% | +35.4% | +110.7% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling