+580.0%
XYZ vs PEG
+145.3%
+434.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.6% |
| 7D | +2.9% | +1.0% | +1.8% | +2.3% |
| 30D | +1.4% | -1.9% | +3.3% | +2.3% |
| 3M | +14.6% | -3.7% | +18.2% | +16.6% |
| 6M | +20.8% | -9.4% | +30.2% | +26.4% |
| YTD | +23.1% | -6.0% | +29.1% | +25.2% |
| 1Y | +5.6% | -4.4% | +10.0% | +5.8% |
| 3Y | +50.9% | +33.5% | +17.4% | +22.4% |
| 5Y | -68.6% | +35.7% | -104.3% | -74.8% |
| 10Y | +580.0% | +140.4% | +439.6% | +316.7% |
| All | +580.0% | +145.3% | +434.7% | +316.7% |
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