+66.8%
PPL vs PEG
+159.1%
-92.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.4% |
| 7D | 0.0% | +2.6% | -2.5% | -1.9% |
| 30D | +4.3% | +3.3% | +1.0% | +1.8% |
| 3M | +2.9% | +1.1% | +1.9% | +2.0% |
| 6M | +1.1% | -1.4% | +2.5% | +2.0% |
| YTD | +4.5% | -4.6% | +9.0% | +7.4% |
| 1Y | +0.1% | -7.2% | +7.3% | +5.0% |
| 3Y | +55.7% | +33.7% | +22.0% | +19.8% |
| 5Y | +47.6% | +40.8% | +6.8% | +8.0% |
| 10Y | +66.8% | +162.8% | -96.0% | -24.0% |
| All | +66.8% | +159.1% | -92.3% | -24.0% |
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