+167.5%
PEG vs EL
+62.2%
+105.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +4.5% | +1.5% | +3.0% | +4.3% |
| 30D | +7.5% | +10.0% | -2.5% | +5.8% |
| 3M | +0.8% | +28.4% | -27.6% | -3.5% |
| 6M | 0.0% | +37.1% | -37.0% | -5.6% |
| YTD | -3.0% | +7.8% | -10.9% | -5.8% |
| 1Y | -4.7% | +26.0% | -30.8% | -10.1% |
| 3Y | +36.5% | +3.8% | +32.7% | +28.0% |
| 5Y | +44.4% | -65.2% | +109.5% | +73.5% |
| All | +167.5% | +62.2% | +105.3% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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