+253.8%
PH vs PEG
+38.2%
+215.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | +0.4% | +1.0% | -0.6% | -0.1% |
| 30D | -10.8% | -1.9% | -8.9% | -10.0% |
| 3M | +8.5% | -3.7% | +12.1% | +10.3% |
| 6M | +3.9% | -9.4% | +13.4% | +8.8% |
| YTD | +9.4% | -6.0% | +15.4% | +12.2% |
| 1Y | +26.8% | -4.4% | +31.1% | +28.5% |
| 3Y | +140.8% | +33.5% | +107.3% | +103.6% |
| 5Y | +253.8% | +35.7% | +218.0% | +191.4% |
| All | +253.8% | +38.2% | +215.6% | +191.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling