-24.5%
TE vs PEG
+32.0%
-56.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.6% | -6.7% |
| 7D | +0.9% | -0.9% | +1.8% | +1.3% |
| 30D | -16.3% | -2.8% | -13.5% | -15.4% |
| 3M | -40.8% | -6.9% | -33.8% | -39.5% |
| 6M | -42.6% | -11.4% | -31.2% | -40.3% |
| YTD | -31.4% | -7.4% | -24.1% | -30.5% |
| 1Y | +144.9% | -8.3% | +153.2% | +150.0% |
| All | -24.5% | +32.0% | -56.5% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling