+1,893.7%
PEG vs EL
+1,850.3%
+43.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +2.6% | +7.6% | -5.1% | +1.2% |
| 30D | +3.3% | +15.7% | -12.4% | +0.6% |
| 3M | +1.1% | +30.5% | -29.5% | -4.1% |
| 6M | -1.4% | +32.5% | -34.0% | -7.1% |
| YTD | -4.6% | +9.4% | -14.0% | -7.9% |
| 1Y | -7.2% | +28.4% | -35.6% | -13.2% |
| 3Y | +33.7% | +4.4% | +29.3% | +24.7% |
| 5Y | +40.8% | -64.5% | +105.3% | +58.6% |
| 10Y | +162.8% | +64.9% | +97.9% | +115.3% |
| All | +1,893.7% | +1,850.3% | +43.4% | +1,062.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling