+55.1%
PPL vs PEG
+140.8%
-85.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +2.7% | +0.7% | +2.0% | +2.2% |
| 30D | +0.5% | -2.4% | +2.9% | +2.3% |
| 3M | +0.7% | -4.8% | +5.4% | +4.4% |
| 6M | -7.6% | -10.7% | +3.1% | 0.0% |
| YTD | +1.8% | -6.7% | +8.5% | +6.6% |
| 1Y | -0.8% | -6.8% | +6.1% | +3.7% |
| 3Y | +56.9% | +34.5% | +22.4% | +20.1% |
| 5Y | +39.5% | +35.8% | +3.8% | +4.9% |
| All | +55.1% | +140.8% | -85.6% | -27.2% |
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