+163.7%
PEG vs SBAC
+110.3%
+53.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | +2.3% | -3.4% | +5.7% | +3.4% |
| 30D | +6.1% | +2.6% | +3.5% | +5.1% |
| 3M | -0.5% | +2.6% | -3.1% | -1.7% |
| 6M | -3.2% | -11.5% | +8.4% | -0.2% |
| YTD | -4.4% | -1.6% | -2.8% | -5.7% |
| 1Y | -7.4% | -5.1% | -2.3% | -7.5% |
| 3Y | +33.9% | -9.3% | +43.3% | +32.8% |
| 5Y | +42.3% | -41.0% | +83.3% | +62.5% |
| All | +163.7% | +110.3% | +53.4% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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