+39.5%
PL vs PEG
+41.8%
-2.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +5.6% | +2.6% | +3.1% | +4.5% |
| 30D | -16.9% | +3.3% | -20.3% | -18.3% |
| 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% | +8.8% |
| 3Y | +557.6% | +33.7% | +523.9% | +452.6% |
| 5Y | +39.5% | +40.8% | -1.3% | +14.4% |
| All | +39.5% | +41.8% | -2.3% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling