+254.0%
PEG vs SFM
+48.8%
+205.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +4.5% | +6.0% | -1.5% | +4.0% |
| 30D | +7.5% | -19.5% | +27.0% | +9.0% |
| 3M | +0.8% | -37.0% | +37.9% | +4.2% |
| 6M | 0.0% | -41.0% | +41.0% | +3.7% |
| YTD | -3.0% | -34.6% | +31.6% | -0.6% |
| 1Y | -4.7% | -36.3% | +31.5% | -2.2% |
| 3Y | +36.5% | +24.5% | +11.9% | +31.6% |
| 5Y | +44.4% | +115.9% | -71.5% | +32.3% |
| 10Y | +170.2% | +139.5% | +30.7% | +140.6% |
| All | +254.0% | +48.8% | +205.2% | +216.2% |
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