+50.0%
PEG vs SITM
+4,789.7%
-4,739.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -0.4% |
| 7D | -0.9% | +3.9% | -4.7% | -1.1% |
| 30D | -3.7% | -6.6% | +2.9% | -3.5% |
| 3M | -7.3% | -11.9% | +4.6% | -7.2% |
| 6M | -10.5% | +81.1% | -91.6% | -14.8% |
| YTD | -7.5% | +80.0% | -87.5% | -12.3% |
| 1Y | -8.7% | +145.8% | -154.6% | -15.5% |
| 3Y | +31.4% | +475.9% | -444.5% | +12.0% |
| 5Y | +37.8% | +189.2% | -151.4% | +17.0% |
| All | +50.0% | +4,789.7% | -4,739.7% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling