+3,391.6%
PFE vs PEG
+2,889.6%
+502.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | -3.7% | -2.3% | -1.4% | -3.0% |
| 30D | +5.0% | +1.2% | +3.8% | +4.6% |
| 3M | +12.2% | -2.4% | +14.5% | +12.9% |
| 6M | +14.6% | -6.9% | +21.4% | +16.9% |
| YTD | +24.1% | -7.2% | +31.3% | +26.5% |
| 1Y | +26.6% | -8.9% | +35.4% | +29.7% |
| 3Y | +14.3% | +27.1% | -12.8% | +3.5% |
| 5Y | -21.9% | +33.8% | -55.7% | -31.1% |
| 10Y | +62.6% | +150.2% | -87.5% | +13.9% |
| All | +3,391.6% | +2,889.6% | +502.1% | +832.0% |
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