+81.4%
PEP vs PEG
+142.2%
-60.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | +0.7% | -1.9% | +2.5% | +1.4% |
| 3M | -0.5% | -3.7% | +3.1% | +1.0% |
| 6M | -11.3% | -9.4% | -1.9% | -7.7% |
| YTD | -0.6% | -6.0% | +5.4% | +1.7% |
| 1Y | +1.7% | -4.4% | +6.0% | +2.9% |
| 3Y | -12.5% | +33.5% | -46.0% | -26.4% |
| 5Y | +3.9% | +35.7% | -31.9% | -14.4% |
| All | +81.4% | +142.2% | -60.8% | +9.8% |
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