+80.3%
EXE vs PEG
+43.5%
+36.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | +5.3% | +4.5% | +0.8% | +3.3% |
| 30D | -2.2% | +7.5% | -9.7% | -5.3% |
| 3M | -5.9% | +0.8% | -6.7% | -6.4% |
| 6M | -5.7% | 0.0% | -5.7% | -6.1% |
| YTD | -17.8% | -3.0% | -14.8% | -17.3% |
| 1Y | -23.1% | -4.7% | -18.4% | -22.0% |
| 3Y | +21.2% | +36.5% | -15.3% | +1.0% |
| All | +80.3% | +43.5% | +36.8% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling