+116.1%
PG vs PEG
+148.0%
-31.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +0.8% | -3.7% | +4.5% | +2.3% |
| 3M | -1.3% | -7.3% | +5.9% | +1.5% |
| 6M | -3.8% | -10.5% | +6.7% | +0.2% |
| YTD | +3.6% | -7.5% | +11.1% | +6.5% |
| 1Y | -5.7% | -8.7% | +3.0% | -2.8% |
| 3Y | +1.6% | +31.4% | -29.8% | -12.0% |
| 5Y | +14.6% | +37.8% | -23.2% | -3.5% |
| All | +116.1% | +148.0% | -31.9% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling