+219.1%
TER vs PEG
+38.2%
+180.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +11.0% | +1.0% | +9.9% | +10.5% |
| 30D | -1.9% | -1.9% | 0.0% | -1.1% |
| 3M | -0.7% | -3.7% | +3.0% | +0.4% |
| 6M | +36.4% | -9.4% | +45.8% | +41.9% |
| YTD | +92.4% | -6.0% | +98.4% | +96.8% |
| 1Y | +213.5% | -4.4% | +217.9% | +217.1% |
| 3Y | +277.2% | +33.5% | +243.7% | +228.8% |
| 5Y | +219.1% | +35.7% | +183.4% | +164.8% |
| All | +219.1% | +38.2% | +180.9% | +164.8% |
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