-4.1%
PEP vs PEG
+34.2%
-38.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +4.6% | +2.6% | +2.1% | +4.1% |
| 30D | +14.0% | +3.3% | +10.7% | +13.3% |
| 3M | +5.4% | +1.1% | +4.3% | +5.1% |
| 6M | -5.1% | -1.4% | -3.7% | -4.9% |
| YTD | +3.1% | -4.6% | +7.7% | +3.9% |
| 1Y | +4.8% | -7.2% | +12.0% | +5.9% |
| 3Y | -4.1% | +33.7% | -37.9% | -13.2% |
| All | -4.1% | +34.2% | -38.3% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling