+46.4%
PPL vs PEG
+42.5%
+3.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | -2.2% | +2.3% | -4.5% | -3.6% |
| 30D | +1.7% | +6.1% | -4.5% | -2.1% |
| 3M | +0.1% | -0.5% | +0.6% | +0.3% |
| 6M | -1.5% | -3.2% | +1.6% | +0.4% |
| YTD | +3.0% | -4.4% | +7.4% | +5.4% |
| 1Y | -1.4% | -7.4% | +5.9% | +3.0% |
| 3Y | +53.5% | +33.9% | +19.5% | +19.6% |
| 5Y | +46.4% | +42.3% | +4.1% | +9.9% |
| All | +46.4% | +42.5% | +3.9% | +9.9% |
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 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