+2,340.5%
EXC vs PEG
+2,907.1%
-566.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +0.3% | +0.7% | -0.4% | -0.2% |
| 30D | -3.7% | -2.4% | -1.3% | -2.0% |
| 3M | -1.3% | -4.8% | +3.5% | +2.3% |
| 6M | -9.7% | -10.7% | +1.0% | -2.3% |
| YTD | +2.9% | -6.7% | +9.6% | +7.8% |
| 1Y | +4.4% | -6.8% | +11.2% | +9.1% |
| 3Y | +22.2% | +34.5% | -12.3% | -4.4% |
| 5Y | +46.7% | +35.8% | +11.0% | +13.4% |
| 10Y | +155.3% | +141.7% | +13.6% | +32.3% |
| All | +2,340.5% | +2,907.1% | -566.5% | +146.7% |
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