-23.1%
EXE vs PEG
-5.8%
-17.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +5.3% | +4.5% | +0.8% | +4.4% |
| 30D | -2.2% | +7.5% | -9.7% | -3.6% |
| 3M | -5.9% | +0.8% | -6.7% | -6.2% |
| 6M | -5.7% | 0.0% | -5.7% | -6.0% |
| YTD | -17.8% | -3.0% | -14.8% | -16.8% |
| 1Y | -23.1% | -4.7% | -18.4% | -20.9% |
| All | -23.1% | -5.8% | -17.3% | -20.9% |
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 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