+1,170.4%
PEG vs EXEL
+347.1%
+823.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +1.5% | -2.8% | +4.3% | +1.6% |
| 30D | +5.0% | +18.2% | -13.2% | +3.8% |
| 3M | -0.3% | +37.7% | -38.1% | -2.4% |
| 6M | -2.7% | +42.2% | -44.9% | -5.0% |
| YTD | -5.1% | +61.3% | -66.4% | -8.3% |
| 1Y | -8.3% | +64.5% | -72.8% | -11.5% |
| 3Y | +33.0% | +236.7% | -203.6% | +21.3% |
| 5Y | +41.3% | +296.3% | -255.0% | +26.7% |
| 10Y | +164.5% | +331.1% | -166.6% | +127.2% |
| All | +1,170.4% | +347.1% | +823.3% | +776.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling