+48.5%
PPL vs PEG
+33.6%
+14.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +0.4% | -2.3% | +2.7% | +1.9% |
| 30D | +5.4% | +1.2% | +4.2% | +4.6% |
| 3M | +4.3% | -2.4% | +6.6% | +5.8% |
| 6M | -1.3% | -6.9% | +5.5% | +3.1% |
| YTD | +4.7% | -7.2% | +11.9% | +9.3% |
| 1Y | +1.3% | -8.9% | +10.1% | +6.9% |
| 3Y | +57.2% | +27.1% | +30.1% | +27.0% |
| All | +48.5% | +33.6% | +14.9% | +13.6% |
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