+2,907.3%
PEG vs ED
+2,474.3%
+433.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.5% | -0.9% | +2.4% | +2.1% |
| 30D | +5.0% | +11.2% | -6.2% | -3.1% |
| 3M | -0.3% | +11.8% | -12.1% | -8.4% |
| 6M | -2.7% | +14.1% | -16.7% | -12.0% |
| YTD | -5.1% | +23.0% | -28.0% | -19.0% |
| 1Y | -8.3% | +23.7% | -31.9% | -22.1% |
| 3Y | +33.0% | +47.7% | -14.7% | -3.3% |
| 5Y | +41.3% | +82.6% | -41.3% | -12.4% |
| 10Y | +164.5% | +141.8% | +22.8% | +26.2% |
| All | +2,907.3% | +2,474.3% | +433.0% | +246.3% |
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 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