+20.6%
UL vs PEG
+33.9%
-13.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.3% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -0.6% | -1.7% | +1.2% | -0.2% |
| 3M | +9.4% | -6.8% | +16.2% | +11.5% |
| 6M | -4.1% | -11.4% | +7.2% | -1.2% |
| YTD | -2.0% | -7.2% | +5.3% | -0.1% |
| 1Y | -9.0% | -6.1% | -2.8% | -7.6% |
| 3Y | +21.8% | +31.8% | -9.9% | +10.6% |
| 5Y | +20.6% | +35.6% | -15.0% | +6.2% |
| All | +20.6% | +33.9% | -13.3% | +6.2% |
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