+143.4%
PEG vs EFV
+169.9%
-26.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | -0.9% | -0.8% | -0.1% | -0.4% |
| 30D | -3.7% | +0.6% | -4.4% | -4.1% |
| 3M | -7.3% | +7.5% | -14.8% | -11.2% |
| 6M | -10.5% | +13.0% | -23.5% | -17.0% |
| YTD | -7.5% | +18.3% | -25.8% | -16.6% |
| 1Y | -8.7% | +26.7% | -35.5% | -21.1% |
| 3Y | +31.4% | +89.6% | -58.2% | -11.6% |
| 5Y | +37.8% | +98.2% | -60.4% | -10.9% |
| All | +143.4% | +169.9% | -26.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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