+84.5%
PR vs PEG
+171.2%
-86.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | +6.0% | +4.5% | +1.5% | +3.9% |
| 30D | -4.2% | +7.5% | -11.7% | -7.3% |
| 3M | +10.0% | +0.8% | +9.1% | +9.2% |
| 6M | +15.6% | 0.0% | +15.6% | +14.8% |
| YTD | +68.2% | -3.0% | +71.2% | +68.6% |
| 1Y | +79.2% | -4.7% | +83.9% | +81.0% |
| 3Y | +94.9% | +36.5% | +58.4% | +65.1% |
| 5Y | +272.8% | +44.4% | +228.4% | +205.4% |
| All | +84.5% | +171.2% | -86.8% | +69.1% |
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