+2,451.3%
EXC vs PEG
+2,889.6%
-438.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -1.2% | -2.3% | +1.1% | +0.5% |
| 30D | +10.0% | +1.2% | +8.7% | +9.1% |
| 3M | +1.6% | -2.4% | +4.0% | +3.4% |
| 6M | +3.3% | -6.9% | +10.1% | +8.7% |
| YTD | +7.6% | -7.2% | +14.8% | +13.1% |
| 1Y | +3.5% | -8.9% | +12.3% | +10.2% |
| 3Y | +27.7% | +27.1% | +0.5% | +4.0% |
| 5Y | +41.1% | +33.8% | +7.3% | +10.3% |
| 10Y | +178.2% | +150.2% | +28.0% | +40.7% |
| All | +2,451.3% | +2,889.6% | -438.3% | +158.9% |
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