+33.7%
PEG vs SFM
+19.7%
+14.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.4% |
| 7D | +2.6% | -6.9% | +9.5% | +3.1% |
| 30D | +3.3% | -25.0% | +28.3% | +5.3% |
| 3M | +1.1% | -42.7% | +43.8% | +5.4% |
| 6M | -1.4% | -41.0% | +39.6% | +2.2% |
| YTD | -4.6% | -38.7% | +34.1% | -1.7% |
| 1Y | -7.2% | -38.1% | +30.9% | -4.6% |
| 3Y | +33.7% | +19.3% | +14.4% | +33.6% |
| All | +33.7% | +19.7% | +14.0% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling