+143.4%
PEG vs POET
+30.3%
+113.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.2% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | -3.7% | -10.4% | +6.7% | -3.5% |
| 3M | -7.3% | -29.3% | +22.1% | -6.7% |
| 6M | -10.5% | +6.9% | -17.3% | -12.8% |
| YTD | -7.5% | +25.6% | -33.1% | -10.6% |
| 1Y | -8.7% | +49.2% | -57.9% | -13.0% |
| 3Y | +31.4% | +128.4% | -97.1% | +18.1% |
| 5Y | +37.8% | -4.2% | +42.0% | +25.7% |
| All | +143.4% | +30.3% | +113.1% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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