-25.8%
TE vs PEG
-6.2%
-19.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.5% |
| 7D | +3.8% | +1.0% | +2.8% | +3.6% |
| 30D | -26.2% | +6.6% | -32.8% | -26.4% |
| 3M | -49.7% | -3.1% | -46.6% | -50.4% |
| 6M | -46.5% | -7.4% | -39.1% | -48.3% |
| YTD | -59.1% | -6.4% | -52.7% | -61.4% |
| 1Y | -25.8% | -7.4% | -18.4% | -29.9% |
| All | -25.8% | -6.2% | -19.6% | -29.9% |
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