-6.8%
PEG vs SITM
+174.8%
-181.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.7% | -0.2% |
| 7D | +0.7% | +9.7% | -9.0% | +0.6% |
| 30D | -2.4% | +12.7% | -15.1% | -2.5% |
| 3M | -4.8% | -13.4% | +8.6% | -4.7% |
| 6M | -10.7% | +59.6% | -70.3% | -13.1% |
| YTD | -6.7% | +73.3% | -80.0% | -9.8% |
| 1Y | -6.8% | +165.5% | -172.4% | -11.7% |
| All | -6.8% | +174.8% | -181.6% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling