+70.3%
PR vs PEG
+159.1%
-88.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -9.5% | +2.6% | -12.1% | -10.5% |
| 30D | -5.7% | +3.3% | -9.0% | -7.2% |
| 3M | +3.0% | +1.1% | +1.9% | +2.2% |
| 6M | +11.8% | -1.4% | +13.3% | +11.8% |
| YTD | +58.5% | -4.6% | +63.1% | +60.0% |
| 1Y | +69.9% | -7.2% | +77.1% | +73.6% |
| 3Y | +84.9% | +33.7% | +51.2% | +58.0% |
| 5Y | +246.4% | +40.8% | +205.6% | +186.9% |
| 10Y | +70.3% | +162.8% | -92.5% | +54.6% |
| All | +70.3% | +159.1% | -88.8% | +54.6% |
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 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