+148.6%
TE vs PEG
-7.0%
+155.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.3% |
| 7D | -4.0% | +0.7% | -4.7% | -4.0% |
| 30D | -15.9% | -2.4% | -13.5% | -15.6% |
| 3M | -60.5% | -4.8% | -55.8% | -60.9% |
| 6M | -35.2% | -10.7% | -24.5% | -34.3% |
| YTD | -31.1% | -6.7% | -24.5% | -33.1% |
| 1Y | +148.6% | -6.8% | +155.5% | +162.0% |
| All | +148.6% | -7.0% | +155.6% | +162.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling