+710.0%
PH vs PEG
+161.7%
+548.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +6.9% | +1.5% | +5.4% | +6.0% |
| 30D | +1.7% | +5.0% | -3.3% | -1.5% |
| 3M | -8.1% | -0.3% | -7.8% | -8.3% |
| 6M | +11.5% | -2.7% | +14.1% | +12.6% |
| YTD | +11.4% | -5.1% | +16.4% | +13.7% |
| 1Y | +14.1% | -8.3% | +22.4% | +18.8% |
| 3Y | +138.2% | +33.0% | +105.2% | +92.6% |
| 5Y | +216.0% | +41.3% | +174.7% | +141.0% |
| 10Y | +710.0% | +164.5% | +545.4% | +388.6% |
| All | +710.0% | +161.7% | +548.3% | +388.6% |
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