+3,372.6%
PFE vs PEG
+2,989.2%
+383.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.9% | -1.6% |
| 7D | -4.7% | +0.9% | -5.6% | -5.0% |
| 30D | +3.4% | +3.8% | -0.4% | +2.1% |
| 3M | +9.2% | +0.1% | +9.2% | +9.0% |
| 6M | +15.8% | -1.0% | +16.8% | +15.8% |
| YTD | +23.4% | -4.1% | +27.6% | +24.5% |
| 1Y | +25.8% | -6.9% | +32.7% | +28.0% |
| 3Y | +17.8% | +35.6% | -17.8% | +4.4% |
| 5Y | -20.2% | +42.8% | -62.9% | -31.1% |
| 10Y | +49.6% | +160.2% | -110.6% | +3.5% |
| All | +3,372.6% | +2,989.2% | +383.4% | +817.0% |
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