+143.4%
PEG vs WY
+7.6%
+135.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.9% | -4.2% | +3.3% | +0.4% |
| 30D | -3.7% | -10.1% | +6.4% | -0.5% |
| 3M | -7.3% | -8.5% | +1.2% | -5.0% |
| 6M | -10.5% | -3.3% | -7.1% | -9.9% |
| YTD | -7.5% | -4.4% | -3.1% | -6.9% |
| 1Y | -8.7% | -11.5% | +2.8% | -6.0% |
| 3Y | +31.4% | -24.3% | +55.7% | +39.8% |
| 5Y | +37.8% | -21.3% | +59.1% | +41.9% |
| All | +143.4% | +7.6% | +135.8% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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