+167.5%
PEG vs ED
+147.1%
+20.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +0.5% |
| 7D | +4.5% | +2.1% | +2.4% | +3.1% |
| 30D | +7.5% | +10.4% | -2.9% | +0.5% |
| 3M | +0.8% | +12.5% | -11.7% | -7.0% |
| 6M | 0.0% | +14.9% | -14.9% | -9.1% |
| YTD | -3.0% | +24.8% | -27.9% | -16.7% |
| 1Y | -4.7% | +23.8% | -28.6% | -17.8% |
| 3Y | +36.5% | +51.6% | -15.2% | +0.3% |
| 5Y | +44.4% | +86.4% | -42.1% | -7.3% |
| All | +167.5% | +147.1% | +20.4% | +26.3% |
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