+2,856.5%
PEG vs ED
+2,217.3%
+639.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.8% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | -4.8% | +3.9% | -8.7% | -7.6% |
| 6M | -10.7% | -3.0% | -7.7% | -8.8% |
| YTD | -6.7% | +10.7% | -17.4% | -13.7% |
| 1Y | -6.8% | +13.3% | -20.2% | -15.6% |
| 3Y | +34.5% | +34.5% | 0.0% | +5.0% |
| 5Y | +35.8% | +67.1% | -31.4% | -10.2% |
| 10Y | +141.7% | +103.0% | +38.7% | +31.8% |
| All | +2,856.5% | +2,217.3% | +639.2% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling