-20.8%
TLT vs PEG
+148.3%
-169.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | -1.3% | -2.8% | +1.4% | -1.3% |
| 3M | -3.7% | -6.9% | +3.2% | -3.6% |
| 6M | -6.4% | -11.4% | +5.0% | -6.1% |
| YTD | -4.5% | -7.4% | +2.9% | -4.3% |
| 1Y | -5.9% | -8.3% | +2.4% | -5.7% |
| 3Y | -2.8% | +31.5% | -34.4% | -2.9% |
| 5Y | -35.1% | +38.0% | -73.0% | -35.0% |
| All | -20.8% | +148.3% | -169.1% | -25.0% |
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