+62.4%
EWY vs PEG
-6.2%
+68.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -8.3% | +1.0% | -9.3% | -8.4% |
| 30D | -20.5% | +6.6% | -27.2% | -20.9% |
| 3M | -11.1% | -3.1% | -8.0% | -10.9% |
| 6M | -7.0% | -7.4% | +0.3% | -6.1% |
| YTD | +56.5% | -6.4% | +62.9% | +58.4% |
| 1Y | +62.4% | -7.4% | +69.9% | +64.1% |
| All | +62.4% | -6.2% | +68.6% | +64.1% |
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