+143.7%
PEG vs WAB
+292.7%
-149.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -2.8% | -5.9% | +3.1% | -1.3% |
| 3M | -6.9% | +9.4% | -16.3% | -9.3% |
| 6M | -11.4% | +13.8% | -25.2% | -14.7% |
| YTD | -7.4% | +31.8% | -39.1% | -14.2% |
| 1Y | -8.3% | +48.5% | -56.8% | -17.7% |
| 3Y | +31.5% | +167.0% | -135.4% | +0.3% |
| 5Y | +38.0% | +222.3% | -184.4% | -0.9% |
| All | +143.7% | +292.7% | -149.0% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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