+38.0%
PEG vs TW
+19.6%
+18.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.9% | -2.7% | +1.8% | -0.5% |
| 30D | -2.8% | -1.7% | -1.0% | -2.5% |
| 3M | -6.9% | +1.6% | -8.5% | -7.4% |
| 6M | -11.4% | -17.7% | +6.3% | -8.8% |
| YTD | -7.4% | -4.3% | -3.0% | -7.5% |
| 1Y | -8.3% | -13.1% | +4.8% | -6.7% |
| 3Y | +31.5% | +20.3% | +11.3% | +25.7% |
| 5Y | +38.0% | +22.0% | +16.0% | +24.9% |
| All | +38.0% | +19.6% | +18.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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