+162.2%
W vs PEG
+139.0%
+23.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | -3.0% | -1.7% | -1.3% | -2.2% |
| 3M | +40.3% | -6.8% | +47.1% | +45.5% |
| 6M | +32.2% | -11.4% | +43.6% | +40.3% |
| YTD | -0.3% | -7.2% | +6.9% | +2.8% |
| 1Y | +16.2% | -6.1% | +22.3% | +18.5% |
| 3Y | +40.7% | +31.8% | +9.0% | +18.0% |
| 5Y | -62.3% | +35.6% | -98.0% | -69.1% |
| 10Y | +162.2% | +148.7% | +13.5% | +75.1% |
| All | +162.2% | +139.0% | +23.2% | +75.1% |
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