+336.7%
RF vs PEG
+145.3%
+191.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | +2.7% | +1.0% | +1.6% | +2.0% |
| 30D | -3.4% | -1.9% | -1.5% | -2.3% |
| 3M | +6.4% | -3.7% | +10.0% | +8.5% |
| 6M | +13.4% | -9.4% | +22.8% | +19.8% |
| YTD | +14.2% | -6.0% | +20.2% | +17.4% |
| 1Y | +15.7% | -4.4% | +20.1% | +17.0% |
| 3Y | +91.3% | +33.5% | +57.8% | +51.2% |
| 5Y | +89.8% | +35.7% | +54.0% | +44.9% |
| 10Y | +336.7% | +140.4% | +196.3% | +171.1% |
| All | +336.7% | +145.3% | +191.4% | +171.1% |
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