+143.7%
PEG vs WU
-39.5%
+183.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | -0.9% | -5.0% | +4.1% | +0.2% |
| 30D | -2.8% | -2.3% | -0.5% | -2.3% |
| 3M | -6.9% | -3.2% | -3.7% | -7.2% |
| 6M | -11.4% | -25.0% | +13.6% | -6.3% |
| YTD | -7.4% | -21.7% | +14.3% | -3.5% |
| 1Y | -8.3% | -9.0% | +0.7% | -8.7% |
| 3Y | +31.5% | -28.9% | +60.4% | +37.4% |
| 5Y | +38.0% | -51.0% | +89.0% | +59.0% |
| All | +143.7% | -39.5% | +183.2% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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