+2,971.7%
PEG vs EAT
+10,017.9%
-7,046.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | +4.5% | -4.0% | +8.5% | +4.9% |
| 30D | +7.5% | -2.9% | +10.4% | +7.7% |
| 3M | +0.8% | -16.9% | +17.7% | +2.5% |
| 6M | 0.0% | +57.0% | -56.9% | -5.7% |
| YTD | -3.0% | +38.2% | -41.2% | -7.8% |
| 1Y | -4.7% | +69.3% | -74.0% | -11.6% |
| 3Y | +36.5% | +483.0% | -446.5% | +7.6% |
| 5Y | +44.4% | +364.1% | -319.8% | +13.4% |
| 10Y | +170.2% | +320.8% | -150.6% | +94.4% |
| All | +2,971.7% | +10,017.9% | -7,046.2% | +1,312.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling