+31.4%
PEG vs ET
+96.2%
-64.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -3.7% | +2.9% | -6.6% | -4.6% |
| 3M | -7.3% | +16.8% | -24.1% | -12.0% |
| 6M | -10.5% | +18.9% | -29.4% | -15.7% |
| YTD | -7.5% | +37.7% | -45.2% | -17.3% |
| 1Y | -8.7% | +32.4% | -41.2% | -17.4% |
| 3Y | +31.4% | +99.5% | -68.1% | +3.2% |
| All | +31.4% | +96.2% | -64.8% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling