+167.5%
PEG vs WU
-38.9%
+206.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | +0.1% | +1.1% |
| 7D | +4.5% | -2.0% | +6.5% | +5.0% |
| 30D | +7.5% | +11.4% | -3.9% | +4.8% |
| 3M | +0.8% | -6.8% | +7.7% | +2.2% |
| 6M | 0.0% | -14.6% | +14.6% | +2.5% |
| YTD | -3.0% | -20.6% | +17.6% | +0.5% |
| 1Y | -4.7% | -15.4% | +10.6% | -3.1% |
| 3Y | +36.5% | -23.6% | +60.1% | +39.8% |
| 5Y | +44.4% | -43.4% | +87.7% | +58.7% |
| All | +167.5% | -38.9% | +206.4% | +193.1% |
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