+89.6%
PEP vs PEG
+159.1%
-69.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +4.6% | +2.6% | +2.1% | +3.5% |
| 30D | +14.0% | +3.3% | +10.7% | +12.4% |
| 3M | +5.4% | +1.1% | +4.3% | +4.8% |
| 6M | -5.1% | -1.4% | -3.7% | -4.8% |
| YTD | +3.1% | -4.6% | +7.7% | +4.7% |
| 1Y | +4.8% | -7.2% | +12.0% | +7.6% |
| 3Y | -4.1% | +33.7% | -37.9% | -19.3% |
| 5Y | +3.0% | +40.8% | -37.9% | -16.8% |
| 10Y | +89.6% | +162.8% | -73.2% | +13.5% |
| All | +89.6% | +159.1% | -69.5% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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