-22.2%
PFE vs PEG
+38.2%
-60.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.5% |
| 7D | -2.7% | +1.0% | -3.7% | -2.9% |
| 30D | +3.8% | -1.9% | +5.7% | +4.3% |
| 3M | +10.4% | -3.7% | +14.0% | +11.3% |
| 6M | +6.3% | -9.4% | +15.7% | +8.8% |
| YTD | +17.4% | -6.0% | +23.4% | +18.8% |
| 1Y | +21.1% | -4.4% | +25.5% | +21.9% |
| 3Y | -1.6% | +33.5% | -35.1% | -13.1% |
| 5Y | -22.2% | +35.7% | -57.9% | -32.2% |
| All | -22.2% | +38.2% | -60.4% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling