+2,393.1%
PWR vs PEG
+148.3%
+2,244.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.2% |
| 7D | -0.2% | -0.9% | +0.7% | +0.3% |
| 30D | -7.7% | -2.8% | -5.0% | -6.3% |
| 3M | -4.9% | -6.9% | +2.0% | -1.3% |
| 6M | +9.7% | -11.4% | +21.1% | +16.8% |
| YTD | +46.7% | -7.4% | +54.1% | +52.5% |
| 1Y | +58.7% | -8.3% | +67.0% | +65.5% |
| 3Y | +200.7% | +31.5% | +169.2% | +160.8% |
| 5Y | +438.6% | +38.0% | +400.6% | +350.2% |
| All | +2,393.1% | +148.3% | +2,244.8% | +1,605.7% |
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