+4.1%
EWZ vs PEG
-6.5%
+10.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.4% | +0.8% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | -25.1% | +3.8% | -28.9% | -26.1% |
| 3M | -7.7% | +0.1% | -7.8% | -7.9% |
| 6M | -15.8% | -1.0% | -14.9% | -15.9% |
| YTD | +3.6% | -4.1% | +7.7% | +3.7% |
| All | +4.1% | -6.5% | +10.7% | +7.5% |
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