+45.2%
PL vs PEG
+43.4%
+1.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +3.3% | +11.2% | +13.0% |
| 7D | +10.9% | +0.9% | +10.0% | +10.5% |
| 30D | -16.4% | +3.8% | -20.2% | -17.8% |
| 3M | -39.9% | +0.1% | -40.0% | -40.0% |
| 6M | -63.2% | -1.0% | -62.2% | -63.3% |
| YTD | -27.1% | -4.1% | -23.0% | -26.9% |
| 1Y | +12.2% | -6.9% | +19.0% | +14.2% |
| 3Y | +584.3% | +35.6% | +548.6% | +486.0% |
| 5Y | +37.0% | +42.8% | -5.8% | +16.6% |
| All | +45.2% | +43.4% | +1.7% | +23.5% |
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