+782.8%
PH vs PEG
+148.3%
+634.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -3.1% | -0.9% | -2.2% | -2.6% |
| 30D | -11.8% | -2.8% | -9.0% | -10.3% |
| 3M | +6.9% | -6.9% | +13.9% | +11.4% |
| 6M | -1.3% | -11.4% | +10.1% | +5.6% |
| YTD | +7.0% | -7.4% | +14.3% | +11.2% |
| 1Y | +23.1% | -8.3% | +31.4% | +28.4% |
| 3Y | +135.4% | +31.5% | +103.8% | +92.6% |
| 5Y | +250.3% | +38.0% | +212.4% | +173.0% |
| All | +782.8% | +148.3% | +634.5% | +440.5% |
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