+35.6%
PEG vs EAT
+310.8%
-275.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.1% |
| 7D | -0.1% | -6.8% | +6.7% | +0.4% |
| 30D | -1.7% | -5.4% | +3.6% | -1.4% |
| 3M | -6.8% | +42.8% | -49.5% | -9.7% |
| 6M | -11.4% | +56.5% | -67.9% | -15.0% |
| YTD | -7.2% | +50.0% | -57.3% | -10.9% |
| 1Y | -6.1% | +38.3% | -44.4% | -9.3% |
| 3Y | +31.8% | +591.6% | -559.9% | +9.0% |
| 5Y | +35.6% | +312.6% | -277.0% | +7.9% |
| All | +35.6% | +310.8% | -275.2% | +7.9% |
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