-7.4%
PEG vs EAT
+109.8%
-117.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.7% | +0.6% |
| 7D | +1.0% | -0.1% | +1.2% | +1.0% |
| 30D | +6.6% | +13.5% | -6.9% | +6.7% |
| 3M | -3.1% | +1.0% | -4.1% | -3.1% |
| 6M | -7.4% | +57.3% | -64.6% | -7.8% |
| YTD | -6.4% | +53.6% | -60.0% | -7.0% |
| 1Y | -7.4% | +110.8% | -118.2% | -7.8% |
| All | -7.4% | +109.8% | -117.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling