+143.4%
PEG vs EAT
+374.9%
-231.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.9% | -7.7% | +6.8% | 0.0% |
| 30D | -3.7% | -13.6% | +9.9% | -2.2% |
| 3M | -7.3% | +33.9% | -41.1% | -10.6% |
| 6M | -10.5% | +47.2% | -57.7% | -15.1% |
| YTD | -7.5% | +48.1% | -55.6% | -12.6% |
| 1Y | -8.7% | +33.7% | -42.4% | -13.0% |
| 3Y | +31.4% | +595.8% | -564.4% | -0.1% |
| 5Y | +37.8% | +314.4% | -276.6% | +8.2% |
| All | +143.4% | +374.9% | -231.6% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling