+148.7%
PEG vs ED
+105.2%
+43.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.8% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | -1.7% | +1.9% | -3.7% | -3.0% |
| 3M | -6.8% | +1.9% | -8.6% | -8.0% |
| 6M | -11.4% | -2.3% | -9.1% | -10.1% |
| YTD | -7.2% | +10.9% | -18.1% | -13.7% |
| 1Y | -6.1% | +14.5% | -20.6% | -14.7% |
| 3Y | +31.8% | +33.4% | -1.6% | +5.6% |
| 5Y | +35.6% | +67.3% | -31.7% | -6.6% |
| 10Y | +148.7% | +110.7% | +38.0% | +32.6% |
| All | +148.7% | +105.2% | +43.5% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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