+167.5%
PEG vs ES
+98.2%
+69.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | +4.5% | +2.7% | +1.8% | +2.9% |
| 30D | +7.5% | +7.6% | 0.0% | +3.0% |
| 3M | +0.8% | +0.5% | +0.4% | +0.4% |
| 6M | 0.0% | +7.6% | -7.6% | -4.3% |
| YTD | -3.0% | +10.2% | -13.3% | -8.8% |
| 1Y | -4.7% | +1.8% | -6.6% | -6.9% |
| 3Y | +36.5% | +55.4% | -18.9% | -0.7% |
| 5Y | +44.4% | +7.3% | +37.0% | +33.7% |
| All | +167.5% | +98.2% | +69.3% | +41.0% |
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