+64.4%
PPL vs PEG
+155.4%
-91.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -2.7% |
| 7D | -1.2% | +0.9% | -2.1% | -1.9% |
| 30D | +4.2% | +3.8% | +0.4% | +1.4% |
| 3M | +1.5% | +0.1% | +1.4% | +1.3% |
| 6M | +1.0% | -1.0% | +2.0% | +1.6% |
| YTD | +4.4% | -4.1% | +8.5% | +7.0% |
| 1Y | +0.8% | -6.9% | +7.6% | +5.4% |
| 3Y | +56.5% | +35.6% | +20.8% | +19.1% |
| 5Y | +47.7% | +42.8% | +4.9% | +6.9% |
| 10Y | +64.4% | +160.2% | -95.8% | -24.9% |
| All | +64.4% | +155.4% | -91.0% | -24.9% |
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