+143.4%
PEG vs ET
+177.0%
-33.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -3.7% | +2.9% | -6.6% | -4.2% |
| 3M | -7.3% | +16.8% | -24.1% | -9.9% |
| 6M | -10.5% | +18.9% | -29.4% | -13.3% |
| YTD | -7.5% | +37.7% | -45.2% | -12.8% |
| 1Y | -8.7% | +32.4% | -41.2% | -13.4% |
| 3Y | +31.4% | +99.5% | -68.1% | +16.2% |
| 5Y | +37.8% | +244.0% | -206.2% | +11.2% |
| All | +143.4% | +177.0% | -33.6% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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