+3,159.9%
PEP vs PEG
+2,907.1%
+252.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | +0.2% | -2.4% | +2.7% | +1.0% |
| 3M | -1.1% | -4.8% | +3.7% | +0.4% |
| 6M | -13.5% | -10.7% | -2.8% | -10.3% |
| YTD | -1.2% | -6.7% | +5.5% | +0.9% |
| 1Y | -1.6% | -6.8% | +5.3% | +0.3% |
| 3Y | -12.5% | +34.5% | -47.0% | -22.4% |
| 5Y | +3.0% | +35.8% | -32.7% | -9.5% |
| 10Y | +73.9% | +141.7% | -67.8% | +25.4% |
| All | +3,159.9% | +2,907.1% | +252.9% | +674.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling