+240.7%
PEG vs SFM
+132.6%
+108.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.4% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -2.4% | -4.4% | +1.9% | -2.1% |
| 3M | -4.8% | +1.5% | -6.3% | -5.1% |
| 6M | -10.7% | +6.5% | -17.2% | -11.6% |
| YTD | -6.7% | +2.2% | -8.8% | -7.4% |
| 1Y | -6.8% | -41.9% | +35.0% | -3.3% |
| 3Y | +34.5% | +106.8% | -72.3% | +24.9% |
| 5Y | +35.8% | +231.6% | -195.8% | +20.5% |
| 10Y | +141.7% | +258.4% | -116.7% | +108.5% |
| All | +240.7% | +132.6% | +108.1% | +194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling