+707.9%
P vs PEG
+155.4%
+552.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.0% | +4.8% |
| 7D | -9.6% | +0.9% | -10.5% | -10.0% |
| 30D | -33.4% | +3.8% | -37.2% | -34.7% |
| 3M | +14.2% | +0.1% | +14.1% | +13.9% |
| 6M | +31.6% | -1.0% | +32.6% | +31.1% |
| YTD | +53.5% | -4.1% | +57.6% | +54.6% |
| 1Y | +14.2% | -6.9% | +21.0% | +16.6% |
| 3Y | +190.5% | +35.6% | +154.9% | +147.8% |
| 5Y | +256.3% | +42.8% | +213.6% | +188.5% |
| 10Y | +707.9% | +160.2% | +547.6% | +424.8% |
| All | +707.9% | +155.4% | +552.4% | +424.8% |
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