+715.0%
P vs PEG
+145.3%
+569.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +7.8% | +1.0% | +6.8% | +7.4% |
| 30D | +12.3% | -1.9% | +14.2% | +13.3% |
| 3M | +37.1% | -3.7% | +40.8% | +38.9% |
| 6M | +66.1% | -9.4% | +75.5% | +72.5% |
| YTD | +50.9% | -6.0% | +56.9% | +53.8% |
| 1Y | +27.2% | -4.4% | +31.6% | +28.1% |
| 3Y | +158.7% | +33.5% | +125.1% | +122.9% |
| 5Y | +291.1% | +35.7% | +255.4% | +226.2% |
| 10Y | +715.0% | +140.4% | +574.6% | +444.2% |
| All | +715.0% | +145.3% | +569.7% | +444.2% |
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