+1,197.6%
PEG vs EXEL
+336.4%
+861.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +4.5% | -0.8% | +5.3% | +4.6% |
| 30D | +7.5% | +13.1% | -5.6% | +6.7% |
| 3M | +0.8% | +36.3% | -35.5% | -1.2% |
| 6M | 0.0% | +34.5% | -34.5% | -2.0% |
| YTD | -3.0% | +57.4% | -60.5% | -6.2% |
| 1Y | -4.7% | +62.9% | -67.7% | -8.0% |
| 3Y | +36.5% | +229.5% | -193.0% | +24.6% |
| 5Y | +44.4% | +281.2% | -236.9% | +29.8% |
| 10Y | +170.2% | +320.7% | -150.5% | +132.4% |
| All | +1,197.6% | +336.4% | +861.2% | +796.1% |
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 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