+39.5%
PL vs PEG
+45.1%
-5.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.3% |
| 7D | +10.0% | +4.5% | +5.5% | +8.0% |
| 30D | -2.3% | +7.5% | -9.8% | -5.5% |
| 3M | -44.2% | +0.8% | -45.0% | -44.5% |
| 6M | -66.1% | 0.0% | -66.1% | -66.4% |
| YTD | -30.0% | -3.0% | -26.9% | -30.1% |
| 1Y | +21.0% | -4.7% | +25.8% | +21.8% |
| 3Y | +516.5% | +36.5% | +480.0% | +426.2% |
| 5Y | +32.0% | +44.4% | -12.3% | +11.8% |
| All | +39.5% | +45.1% | -5.6% | +18.1% |
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