+360.5%
PEG vs ET
+1,447.8%
-1,087.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | -1.7% | +5.3% | -7.0% | -2.6% |
| 3M | -6.8% | +15.6% | -22.4% | -9.1% |
| 6M | -11.4% | +20.6% | -32.0% | -14.3% |
| YTD | -7.2% | +38.5% | -45.8% | -12.4% |
| 1Y | -6.1% | +35.7% | -41.9% | -11.1% |
| 3Y | +31.8% | +98.4% | -66.6% | +16.7% |
| 5Y | +35.6% | +245.3% | -209.7% | +8.7% |
| 10Y | +148.7% | +173.7% | -25.0% | +93.6% |
| All | +360.5% | +1,447.8% | -1,087.4% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling