+3,280.0%
PFE vs PEG
+2,907.1%
+372.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.8% | +0.7% | +1.1% | +1.5% |
| 30D | +10.2% | -2.4% | +12.7% | +11.0% |
| 3M | +12.7% | -4.8% | +17.5% | +14.3% |
| 6M | +10.5% | -10.7% | +21.2% | +14.3% |
| YTD | +20.2% | -6.7% | +26.8% | +22.3% |
| 1Y | +24.1% | -6.8% | +30.9% | +26.2% |
| 3Y | -3.6% | +34.5% | -38.0% | -14.3% |
| 5Y | -20.9% | +35.8% | -56.6% | -30.5% |
| 10Y | +35.8% | +141.7% | -105.9% | -3.8% |
| All | +3,280.0% | +2,907.1% | +372.9% | +801.4% |
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