+161.9%
PEG vs SFM
+133.2%
+28.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.9% |
| 7D | +1.5% | -7.1% | +8.5% | +2.2% |
| 30D | +5.0% | -21.4% | +26.4% | +7.0% |
| 3M | -0.3% | -40.1% | +39.8% | +4.3% |
| 6M | -2.7% | -38.0% | +35.4% | +1.2% |
| YTD | -5.1% | -36.5% | +31.5% | -1.9% |
| 1Y | -8.3% | -35.2% | +26.9% | -5.5% |
| 3Y | +33.0% | +23.5% | +9.6% | +26.2% |
| 5Y | +41.3% | +109.7% | -68.4% | +24.9% |
| All | +161.9% | +133.2% | +28.7% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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