+134.5%
PH vs PEG
+36.1%
+98.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.6% |
| 7D | +4.3% | +4.5% | -0.2% | +2.5% |
| 30D | +0.1% | +7.5% | -7.4% | -3.0% |
| 3M | -9.4% | +0.8% | -10.2% | -9.8% |
| 6M | +8.8% | 0.0% | +8.7% | +8.5% |
| YTD | +9.6% | -3.0% | +12.7% | +10.5% |
| 1Y | +14.4% | -4.7% | +19.2% | +16.3% |
| 3Y | +134.5% | +36.5% | +98.0% | +113.1% |
| All | +134.5% | +36.1% | +98.4% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling