+23,761.0%
PH vs PEG
+2,907.1%
+20,853.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -3.1% | +0.7% | -3.8% | -3.4% |
| 30D | -3.2% | -2.4% | -0.8% | -2.2% |
| 3M | +10.6% | -4.8% | +15.4% | +13.0% |
| 6M | -2.1% | -10.7% | +8.6% | +2.8% |
| YTD | +10.2% | -6.7% | +16.9% | +13.3% |
| 1Y | +28.2% | -6.8% | +35.1% | +31.7% |
| 3Y | +134.9% | +34.5% | +100.4% | +101.4% |
| 5Y | +253.6% | +35.8% | +217.9% | +199.5% |
| 10Y | +804.7% | +141.7% | +663.0% | +488.9% |
| All | +23,761.0% | +2,907.1% | +20,853.9% | +6,331.5% |
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 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