+23,646.7%
PH vs PEG
+2,979.7%
+20,667.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.9% |
| 7D | +7.4% | +2.3% | +5.0% | +6.2% |
| 30D | +0.5% | +6.1% | -5.7% | -2.5% |
| 3M | -10.2% | -0.5% | -9.7% | -10.3% |
| 6M | +8.9% | -3.2% | +12.1% | +10.1% |
| YTD | +9.7% | -4.4% | +14.1% | +11.1% |
| 1Y | +12.8% | -7.4% | +20.2% | +16.0% |
| 3Y | +134.6% | +33.9% | +100.6% | +101.1% |
| 5Y | +204.5% | +42.3% | +162.2% | +151.8% |
| 10Y | +697.5% | +166.4% | +531.2% | +397.3% |
| All | +23,646.7% | +2,979.7% | +20,667.0% | +6,210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling