-8.7%
PEG vs SITM
+155.7%
-164.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -0.2% |
| 7D | -0.9% | +3.9% | -4.7% | -0.9% |
| 30D | -3.7% | -6.6% | +2.9% | -3.7% |
| 3M | -7.3% | -11.9% | +4.6% | -7.2% |
| 6M | -10.5% | +81.1% | -91.6% | -13.3% |
| YTD | -7.5% | +80.0% | -87.5% | -10.8% |
| 1Y | -8.7% | +145.8% | -154.6% | -14.6% |
| All | -8.7% | +155.7% | -164.4% | -14.6% |
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