+433.5%
PEG vs EFV
+249.2%
+184.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.2% |
| 7D | +4.5% | +2.5% | +2.0% | +3.0% |
| 30D | +7.5% | +2.9% | +4.6% | +5.7% |
| 3M | +0.8% | -1.4% | +2.3% | +1.6% |
| 6M | 0.0% | +5.5% | -5.5% | -3.3% |
| YTD | -3.0% | +16.1% | -19.1% | -11.5% |
| 1Y | -4.7% | +20.3% | -25.0% | -14.9% |
| 3Y | +36.5% | +90.4% | -53.9% | -7.3% |
| 5Y | +44.4% | +93.5% | -49.1% | -3.8% |
| 10Y | +170.2% | +161.5% | +8.7% | +46.9% |
| All | +433.5% | +249.2% | +184.4% | +122.9% |
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 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