+52.2%
TEM vs PEG
+7.1%
+45.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -3.8% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | +11.3% | -1.7% | +13.0% | +12.2% |
| 3M | +25.5% | -6.8% | +32.3% | +31.0% |
| 6M | +17.1% | -11.4% | +28.5% | +26.5% |
| YTD | +3.8% | -7.2% | +11.0% | +6.1% |
| 1Y | -24.4% | -6.1% | -18.2% | -24.7% |
| All | +52.2% | +7.1% | +45.2% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling