+3,309.4%
PEP vs PEG
+2,958.7%
+350.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | +1.1% | +1.5% | -0.4% | +0.6% |
| 30D | +13.6% | +5.0% | +8.6% | +11.8% |
| 3M | +5.1% | -0.3% | +5.4% | +5.1% |
| 6M | -1.6% | -2.7% | +1.0% | -0.9% |
| YTD | +3.3% | -5.1% | +8.4% | +4.8% |
| 1Y | +3.2% | -8.3% | +11.5% | +5.8% |
| 3Y | -3.9% | +33.0% | -36.9% | -14.4% |
| 5Y | +4.0% | +41.3% | -37.2% | -9.8% |
| 10Y | +90.1% | +164.5% | -74.4% | +33.4% |
| All | +3,309.4% | +2,958.7% | +350.7% | +704.6% |
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