+35.6%
PEG vs SBAC
-44.9%
+80.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | -1.7% | +3.9% | -5.6% | -2.7% |
| 3M | -6.8% | -8.2% | +1.4% | -5.0% |
| 6M | -11.4% | -2.8% | -8.6% | -11.5% |
| YTD | -7.2% | -1.5% | -5.7% | -7.9% |
| 1Y | -6.1% | 0.0% | -6.1% | -7.2% |
| 3Y | +31.8% | -8.4% | +40.2% | +30.8% |
| 5Y | +35.6% | -43.5% | +79.1% | +56.6% |
| All | +35.6% | -44.9% | +80.6% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling