+21.1%
PFE vs PEG
-5.5%
+26.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.4% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | +3.8% | -1.9% | +5.7% | +4.1% |
| 3M | +10.4% | -3.7% | +14.0% | +11.0% |
| 6M | +6.3% | -9.4% | +15.7% | +7.6% |
| YTD | +17.4% | -6.0% | +23.4% | +18.0% |
| 1Y | +21.1% | -4.4% | +25.5% | +22.6% |
| All | +21.1% | -5.5% | +26.7% | +22.6% |
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 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