-11.4%
TLT vs PEG
+161.7%
-173.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | +4.1% | +5.0% | -0.9% | +4.0% |
| 3M | -0.4% | -0.3% | 0.0% | -0.4% |
| 6M | -3.2% | -2.7% | -0.5% | -3.1% |
| YTD | -3.5% | -5.1% | +1.6% | -3.4% |
| 1Y | -5.8% | -8.3% | +2.4% | -5.7% |
| 3Y | +4.6% | +33.0% | -28.4% | +4.6% |
| 5Y | -34.4% | +41.3% | -75.7% | -34.2% |
| 10Y | -11.4% | +164.5% | -176.0% | -15.7% |
| All | -11.4% | +161.7% | -173.1% | -15.7% |
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