+42.3%
PEG vs EAT
+355.7%
-313.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +0.8% |
| 7D | +2.3% | -7.1% | +9.4% | +2.9% |
| 30D | +6.1% | -2.3% | +8.5% | +6.2% |
| 3M | -0.5% | -19.6% | +19.1% | +1.0% |
| 6M | -3.2% | +46.0% | -49.2% | -6.8% |
| YTD | -4.4% | +37.7% | -42.1% | -8.0% |
| 1Y | -7.4% | +73.8% | -81.2% | -12.9% |
| 3Y | +33.9% | +482.1% | -448.1% | +10.8% |
| 5Y | +42.3% | +362.5% | -320.2% | +15.6% |
| All | +42.3% | +355.7% | -313.4% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling