+227.5%
LOW vs PEG
+148.0%
+79.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.7% | -0.9% | -2.8% | -3.3% |
| 30D | -8.9% | -3.7% | -5.1% | -7.2% |
| 3M | -10.4% | -7.3% | -3.1% | -7.1% |
| 6M | -19.4% | -10.5% | -8.9% | -15.1% |
| YTD | -17.1% | -7.5% | -9.6% | -14.2% |
| 1Y | -26.3% | -8.7% | -17.5% | -23.4% |
| 3Y | -9.9% | +31.4% | -41.2% | -24.6% |
| 5Y | +6.1% | +37.8% | -31.7% | -14.7% |
| All | +227.5% | +148.0% | +79.5% | +117.6% |
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 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