+197.7%
EXC vs PEG
+159.1%
+38.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +0.1% | +2.6% | -2.5% | -2.0% |
| 30D | +9.0% | +3.3% | +5.7% | +6.2% |
| 3M | +3.3% | +1.1% | +2.2% | +2.3% |
| 6M | +5.7% | -1.4% | +7.1% | +6.8% |
| YTD | +7.3% | -4.6% | +11.9% | +10.8% |
| 1Y | +2.9% | -7.2% | +10.1% | +8.6% |
| 3Y | +29.3% | +33.7% | -4.4% | -4.2% |
| 5Y | +40.1% | +40.8% | -0.8% | -2.1% |
| 10Y | +197.7% | +162.8% | +34.8% | +14.4% |
| All | +197.7% | +159.1% | +38.5% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling