+35.7%
PEG vs SFM
+219.5%
-183.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +1.4% |
| 7D | +1.0% | -5.8% | +6.9% | +1.6% |
| 30D | -1.9% | -11.4% | +9.5% | -0.7% |
| 3M | -3.7% | -12.2% | +8.5% | -2.6% |
| 6M | -9.4% | -5.2% | -4.3% | -9.5% |
| YTD | -6.0% | -4.5% | -1.5% | -6.3% |
| 1Y | -4.4% | -45.4% | +41.0% | +1.8% |
| 3Y | +33.5% | +91.1% | -57.6% | +20.0% |
| 5Y | +35.7% | +226.8% | -191.0% | +12.9% |
| All | +35.7% | +219.5% | -183.8% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling