+89.2%
USB vs PEG
+155.4%
-66.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +0.7% |
| 7D | +0.8% | +0.9% | -0.1% | +0.3% |
| 30D | +6.8% | +3.8% | +3.0% | +4.6% |
| 3M | -3.8% | +0.1% | -3.9% | -4.0% |
| 6M | +11.7% | -1.0% | +12.7% | +12.0% |
| YTD | +17.5% | -4.1% | +21.6% | +18.9% |
| 1Y | +33.8% | -6.9% | +40.6% | +37.5% |
| 3Y | +104.2% | +35.6% | +68.6% | +64.9% |
| 5Y | +26.4% | +42.8% | -16.3% | -2.4% |
| 10Y | +89.2% | +160.2% | -71.0% | +26.3% |
| All | +89.2% | +155.4% | -66.2% | +26.3% |
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