+2,856.5%
PEG vs EAT
+11,644.8%
-8,788.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -2.4% | +1.9% | -4.3% | -2.8% |
| 3M | -4.8% | +68.7% | -73.4% | -10.5% |
| 6M | -10.7% | +66.9% | -77.6% | -16.4% |
| YTD | -6.7% | +60.4% | -67.1% | -12.4% |
| 1Y | -6.8% | +44.0% | -50.8% | -11.8% |
| 3Y | +34.5% | +604.7% | -570.2% | +3.9% |
| 5Y | +35.8% | +347.0% | -311.3% | +7.3% |
| 10Y | +141.7% | +390.8% | -249.0% | +71.4% |
| All | +2,856.5% | +11,644.8% | -8,788.3% | +1,241.3% |
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 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