+37.4%
PEG vs ET
+241.8%
-204.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -3.7% | +2.9% | -6.6% | -4.4% |
| 3M | -7.3% | +16.8% | -24.1% | -11.0% |
| 6M | -10.5% | +18.9% | -29.4% | -14.6% |
| YTD | -7.5% | +37.7% | -45.2% | -15.2% |
| 1Y | -8.7% | +32.4% | -41.2% | -15.5% |
| 3Y | +31.4% | +99.5% | -68.1% | +10.6% |
| All | +37.4% | +241.8% | -204.4% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling