+638.0%
XYZ vs PEG
+155.4%
+482.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +1.8% |
| 7D | +14.9% | +0.9% | +14.0% | +14.4% |
| 30D | +14.7% | +3.8% | +10.9% | +12.3% |
| 3M | +12.1% | +0.1% | +12.0% | +11.8% |
| 6M | +18.3% | -1.0% | +19.3% | +18.2% |
| YTD | +36.1% | -4.1% | +40.2% | +36.9% |
| 1Y | +35.3% | -6.9% | +42.2% | +38.4% |
| 3Y | +73.5% | +35.6% | +37.8% | +39.2% |
| 5Y | -61.6% | +42.8% | -104.4% | -70.1% |
| 10Y | +638.0% | +160.2% | +477.8% | +361.1% |
| All | +638.0% | +155.4% | +482.6% | +361.1% |
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