+3.4%
EXC vs PEG
-6.2%
+9.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.3% |
| 7D | +3.3% | +1.0% | +2.2% | +2.6% |
| 30D | +13.3% | +6.6% | +6.7% | +8.7% |
| 3M | +1.8% | -3.1% | +5.0% | +3.8% |
| 6M | +1.1% | -7.4% | +8.5% | +5.8% |
| YTD | +9.0% | -6.4% | +15.5% | +13.7% |
| 1Y | +3.4% | -7.4% | +10.8% | +8.3% |
| All | +3.4% | -6.2% | +9.5% | +8.3% |
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