+19.5%
PFE vs PEG
-5.8%
+25.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -1.7% | +4.5% | -6.2% | -2.4% |
| 30D | +0.3% | +7.5% | -7.2% | -0.7% |
| 3M | +9.4% | +0.8% | +8.5% | +9.4% |
| 6M | +14.9% | 0.0% | +14.9% | +15.1% |
| YTD | +23.8% | -3.0% | +26.8% | +23.3% |
| 1Y | +19.5% | -4.7% | +24.3% | +19.8% |
| All | +19.5% | -5.8% | +25.3% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling