+142.7%
EWY vs PEG
+35.4%
+107.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | +9.3% | -2.8% | +12.0% | +10.1% |
| 3M | +2.4% | -6.9% | +9.4% | +4.4% |
| 6M | +40.3% | -11.4% | +51.7% | +45.1% |
| YTD | +88.0% | -7.4% | +95.4% | +91.6% |
| 1Y | +143.8% | -8.3% | +152.1% | +148.8% |
| 3Y | +217.8% | +31.5% | +186.2% | +182.7% |
| 5Y | +142.7% | +38.0% | +104.8% | +106.2% |
| All | +142.7% | +35.4% | +107.3% | +106.2% |
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