+35.7%
PEG vs EL
-67.4%
+103.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | +1.0% | +1.7% | -0.7% | +0.9% |
| 30D | -1.9% | +15.5% | -17.4% | -3.4% |
| 3M | -3.7% | +20.6% | -24.2% | -5.6% |
| 6M | -9.4% | +10.5% | -19.9% | -10.8% |
| YTD | -6.0% | -1.9% | -4.1% | -6.6% |
| 1Y | -4.4% | +16.1% | -20.4% | -7.0% |
| 3Y | +33.5% | -30.2% | +63.8% | +35.4% |
| 5Y | +35.7% | -67.4% | +103.1% | +52.6% |
| All | +35.7% | -67.4% | +103.2% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling