+1,849.8%
PEG vs EL
+1,685.7%
+164.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.7% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | -2.4% | +19.8% | -22.3% | -5.8% |
| 3M | -4.8% | +25.7% | -30.5% | -9.0% |
| 6M | -10.7% | +5.4% | -16.1% | -12.5% |
| YTD | -6.7% | +0.2% | -6.9% | -8.4% |
| 1Y | -6.8% | +20.4% | -27.3% | -11.9% |
| 3Y | +34.5% | -32.1% | +66.6% | +35.8% |
| 5Y | +35.8% | -67.2% | +102.9% | +55.0% |
| 10Y | +141.7% | +31.7% | +110.0% | +106.6% |
| All | +1,849.8% | +1,685.7% | +164.0% | +1,056.6% |
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 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