+160.2%
PEG vs ES
+82.6%
+77.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.6% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +3.8% | +5.7% | -1.9% | +0.4% |
| 3M | +0.1% | -2.8% | +2.9% | +1.6% |
| 6M | -1.0% | +7.0% | -7.9% | -5.0% |
| YTD | -4.1% | +6.8% | -10.9% | -8.1% |
| 1Y | -6.9% | -0.5% | -6.4% | -7.7% |
| 3Y | +35.6% | +47.2% | -11.5% | +2.0% |
| 5Y | +42.8% | +2.3% | +40.5% | +36.1% |
| 10Y | +160.2% | +85.6% | +74.6% | +44.5% |
| All | +160.2% | +82.6% | +77.6% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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