+143.7%
PEG vs EXEL
+386.3%
-242.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.1% |
| 7D | -0.9% | -2.9% | +2.0% | -0.8% |
| 30D | -2.8% | +11.9% | -14.6% | -3.3% |
| 3M | -6.9% | +9.2% | -16.2% | -7.4% |
| 6M | -11.4% | +39.1% | -50.5% | -12.9% |
| YTD | -7.4% | +31.0% | -38.4% | -8.8% |
| 1Y | -8.3% | +52.3% | -60.6% | -10.4% |
| 3Y | +31.5% | +159.7% | -128.2% | +24.0% |
| 5Y | +38.0% | +187.7% | -149.8% | +28.5% |
| All | +143.7% | +386.3% | -242.6% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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