+35.2%
PFE vs PEG
+136.9%
-101.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | -4.3% | -1.0% | -3.3% | -4.0% |
| 30D | +2.7% | -2.6% | +5.3% | +3.5% |
| 3M | +10.0% | -7.6% | +17.6% | +12.6% |
| 6M | +7.2% | -12.2% | +19.3% | +11.3% |
| YTD | +17.3% | -8.1% | +25.4% | +19.9% |
| 1Y | +20.3% | -7.0% | +27.3% | +22.3% |
| 3Y | -1.6% | +30.6% | -32.2% | -12.6% |
| 5Y | -21.4% | +34.4% | -55.8% | -31.5% |
| 10Y | +35.2% | +146.5% | -111.2% | +3.1% |
| All | +35.2% | +136.9% | -101.6% | +3.1% |
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