+99.2%
PSA vs PEG
+148.3%
-49.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.6% | -0.9% | -2.7% | -3.2% |
| 30D | -9.4% | -2.8% | -6.6% | -8.2% |
| 3M | -8.2% | -6.9% | -1.3% | -5.1% |
| 6M | -1.8% | -11.4% | +9.6% | +3.8% |
| YTD | +15.7% | -7.4% | +23.1% | +19.7% |
| 1Y | +6.3% | -8.3% | +14.5% | +10.1% |
| 3Y | +21.6% | +31.5% | -10.0% | +3.2% |
| 5Y | +13.5% | +38.0% | -24.5% | -6.4% |
| All | +99.2% | +148.3% | -49.1% | +23.1% |
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