+67.9%
PPL vs PEG
+171.2%
-103.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.3% |
| 7D | -0.4% | +4.5% | -4.9% | -3.6% |
| 30D | +2.6% | +7.5% | -4.9% | -2.7% |
| 3M | +0.8% | +0.8% | 0.0% | 0.0% |
| 6M | +1.4% | 0.0% | +1.4% | +1.3% |
| YTD | +4.3% | -3.0% | +7.3% | +6.0% |
| 1Y | +0.8% | -4.7% | +5.5% | +3.7% |
| 3Y | +57.9% | +36.5% | +21.4% | +19.7% |
| 5Y | +48.3% | +44.4% | +4.0% | +6.5% |
| All | +67.9% | +171.2% | -103.4% | -25.2% |
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