+31.5%
PEG vs EFV
+88.2%
-56.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -0.9% | -2.0% | +1.1% | +0.1% |
| 30D | -2.8% | -0.2% | -2.6% | -2.7% |
| 3M | -6.9% | +9.1% | -16.1% | -11.0% |
| 6M | -11.4% | +11.7% | -23.1% | -16.4% |
| YTD | -7.4% | +17.0% | -24.4% | -15.0% |
| 1Y | -8.3% | +26.7% | -35.0% | -19.4% |
| All | +31.5% | +88.2% | -56.7% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling