-53.2%
TE vs PEG
+57.1%
-110.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | -4.0% | +0.7% | -4.7% | -4.1% |
| 30D | -15.9% | -2.4% | -13.5% | -15.4% |
| 3M | -60.5% | -4.8% | -55.8% | -60.3% |
| 6M | -35.2% | -10.7% | -24.5% | -33.7% |
| YTD | -31.1% | -6.7% | -24.5% | -30.4% |
| 1Y | +148.6% | -6.8% | +155.5% | +151.4% |
| 3Y | -26.4% | +34.5% | -60.9% | -31.9% |
| 5Y | -48.0% | +35.8% | -83.8% | -52.0% |
| All | -53.2% | +57.1% | -110.3% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling