+590.1%
EWT vs PEG
+1,069.7%
-479.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +1.6% | +1.0% | +0.6% | +1.2% |
| 30D | +8.2% | -1.9% | +10.1% | +8.9% |
| 3M | +11.1% | -3.7% | +14.7% | +12.4% |
| 6M | +60.4% | -9.4% | +69.9% | +65.7% |
| YTD | +75.6% | -6.0% | +81.6% | +78.6% |
| 1Y | +91.3% | -4.4% | +95.7% | +93.0% |
| 3Y | +200.3% | +33.5% | +166.8% | +163.4% |
| 5Y | +156.4% | +35.7% | +120.6% | +119.9% |
| 10Y | +495.8% | +140.4% | +355.4% | +287.9% |
| All | +590.1% | +1,069.7% | -479.5% | +206.8% |
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