+58.3%
EWZ vs PEG
+43.1%
+15.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.4% | +0.9% |
| 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% | -15.8% |
| YTD | +3.6% | -4.1% | +7.7% | +4.6% |
| 1Y | +5.5% | -6.9% | +12.3% | +7.5% |
| 3Y | +22.1% | +35.6% | -13.5% | +5.8% |
| 5Y | +58.3% | +42.8% | +15.6% | +35.2% |
| All | +58.3% | +43.1% | +15.2% | +35.2% |
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