+37.4%
PEG vs EXEL
+191.3%
-153.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | +1.0% | +1.4% | -0.3% | +0.9% |
| 30D | -1.9% | +6.7% | -8.5% | -2.3% |
| 3M | -3.7% | +11.5% | -15.1% | -4.5% |
| 6M | -9.4% | +38.8% | -48.2% | -11.6% |
| YTD | -6.0% | +31.6% | -37.6% | -8.0% |
| 1Y | -4.4% | +53.0% | -57.4% | -7.6% |
| 3Y | +33.5% | +160.8% | -127.3% | +20.0% |
| All | +37.4% | +191.3% | -153.8% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling