+2,856.5%
PEG vs ES
+1,243.3%
+1,613.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.2% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | -2.4% | -2.0% | -0.5% | -1.4% |
| 3M | -4.8% | +1.7% | -6.5% | -5.7% |
| 6M | -10.7% | -3.5% | -7.2% | -9.2% |
| YTD | -6.7% | +7.9% | -14.6% | -10.5% |
| 1Y | -6.8% | +17.2% | -24.0% | -15.2% |
| 3Y | +34.5% | +29.3% | +5.2% | +13.2% |
| 5Y | +35.8% | -5.7% | +41.5% | +35.2% |
| 10Y | +141.7% | +85.2% | +56.5% | +68.2% |
| All | +2,856.5% | +1,243.3% | +1,613.3% | +886.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling