+989.1%
PEG vs SBAC
+2,222.3%
-1,233.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.3% |
| 7D | +4.5% | +0.6% | +3.9% | +4.4% |
| 30D | +7.5% | +5.5% | +2.1% | +7.0% |
| 3M | +0.8% | +3.1% | -2.2% | +0.5% |
| 6M | 0.0% | -7.0% | +7.0% | +0.5% |
| YTD | -3.0% | +0.5% | -3.5% | -3.5% |
| 1Y | -4.7% | +0.2% | -5.0% | -5.2% |
| 3Y | +36.5% | -7.4% | +43.8% | +36.2% |
| 5Y | +44.4% | -39.7% | +84.1% | +49.2% |
| 10Y | +170.2% | +112.5% | +57.7% | +153.1% |
| All | +989.1% | +2,222.3% | -1,233.2% | +688.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling