+417.3%
PEG vs EFV
+256.4%
+160.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.1% |
| 7D | +1.0% | +1.0% | +0.1% | +0.5% |
| 30D | -1.9% | +0.2% | -2.0% | -2.0% |
| 3M | -3.7% | +9.6% | -13.3% | -8.8% |
| 6M | -9.4% | +14.0% | -23.5% | -16.3% |
| YTD | -6.0% | +18.5% | -24.5% | -15.2% |
| 1Y | -4.4% | +27.9% | -32.3% | -17.5% |
| 3Y | +33.5% | +92.4% | -58.9% | -9.8% |
| 5Y | +35.7% | +97.2% | -61.4% | -10.6% |
| 10Y | +140.4% | +163.0% | -22.6% | +30.4% |
| All | +417.3% | +256.4% | +160.9% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling