+256.9%
HL vs PEG
+148.0%
+108.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -4.4% | -0.9% | -3.5% | -3.9% |
| 30D | +9.3% | -3.7% | +13.0% | +11.6% |
| 3M | +32.0% | -7.3% | +39.3% | +37.7% |
| 6M | -6.4% | -10.5% | +4.0% | -0.6% |
| YTD | +3.1% | -7.5% | +10.6% | +7.2% |
| 1Y | +77.6% | -8.7% | +86.3% | +86.6% |
| 3Y | +392.8% | +31.4% | +361.5% | +310.9% |
| 5Y | +234.1% | +37.8% | +196.3% | +171.9% |
| All | +256.9% | +148.0% | +108.9% | +76.5% |
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