+143.7%
PEG vs EL
+25.3%
+118.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.2% |
| 7D | -0.9% | -4.4% | +3.4% | -0.2% |
| 30D | -2.8% | +10.3% | -13.0% | -4.6% |
| 3M | -6.9% | +13.4% | -20.3% | -9.2% |
| 6M | -11.4% | +3.1% | -14.5% | -12.7% |
| YTD | -7.4% | -6.9% | -0.5% | -7.8% |
| 1Y | -8.3% | +11.9% | -20.2% | -12.0% |
| 3Y | +31.5% | -33.8% | +65.4% | +35.1% |
| 5Y | +38.0% | -69.0% | +106.9% | +68.1% |
| All | +143.7% | +25.3% | +118.4% | +110.5% |
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