+1,006.2%
TER vs PEG
+159.1%
+847.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | -8.9% | +2.6% | -11.5% | -9.8% |
| 30D | -39.1% | +3.3% | -42.4% | -40.0% |
| 3M | -32.8% | +1.1% | -33.8% | -33.2% |
| 6M | -31.7% | -1.4% | -30.3% | -31.8% |
| YTD | +26.9% | -4.6% | +31.5% | +28.9% |
| 1Y | +33.6% | -7.2% | +40.8% | +37.3% |
| 3Y | +181.5% | +33.7% | +147.8% | +143.7% |
| 5Y | +76.1% | +40.8% | +35.3% | +47.2% |
| 10Y | +1,006.2% | +162.8% | +843.4% | +661.0% |
| All | +1,006.2% | +159.1% | +847.1% | +661.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling