+169.7%
EXE vs PEG
+48.6%
+121.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.1% | -0.9% | -2.3% | -2.8% |
| 30D | -0.9% | -3.7% | +2.8% | +0.6% |
| 3M | +9.6% | -7.3% | +16.8% | +12.8% |
| 6M | -11.6% | -10.5% | -1.1% | -7.9% |
| YTD | -12.6% | -7.5% | -5.1% | -10.2% |
| 1Y | +1.2% | -8.7% | +9.9% | +4.3% |
| 3Y | +18.0% | +31.4% | -13.3% | +3.1% |
| 5Y | +101.1% | +37.8% | +63.3% | +75.9% |
| All | +169.7% | +48.6% | +121.1% | +142.5% |
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