+1,250.3%
EWY vs PEG
+1,041.2%
+209.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.5% |
| 7D | +6.7% | -1.0% | +7.6% | +7.2% |
| 30D | +17.0% | -2.6% | +19.6% | +18.4% |
| 3M | +3.7% | -7.6% | +11.3% | +7.4% |
| 6M | +42.5% | -12.2% | +54.7% | +50.6% |
| YTD | +96.2% | -8.1% | +104.3% | +102.8% |
| 1Y | +160.4% | -7.0% | +167.3% | +166.6% |
| 3Y | +231.7% | +30.6% | +201.1% | +181.0% |
| 5Y | +153.3% | +34.4% | +118.9% | +107.5% |
| 10Y | +308.8% | +146.5% | +162.4% | +131.3% |
| All | +1,250.3% | +1,041.2% | +209.1% | +439.7% |
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 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