+44.1%
PL vs PEG
+42.8%
+1.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +5.6% | +2.6% | +3.1% | +4.6% |
| 30D | -16.9% | +3.3% | -20.3% | -18.2% |
| 3M | -38.2% | +1.1% | -39.3% | -38.6% |
| 6M | -63.4% | -1.4% | -62.0% | -63.5% |
| YTD | -27.6% | -4.6% | -23.1% | -27.3% |
| 1Y | +6.6% | -7.2% | +13.8% | +8.7% |
| 3Y | +557.6% | +33.7% | +523.9% | +466.3% |
| 5Y | +39.5% | +40.8% | -1.3% | +19.0% |
| All | +44.1% | +42.8% | +1.4% | +22.9% |
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 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