+49.0%
PEG vs SITM
+4,437.5%
-4,388.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -1.0% | +3.7% | -4.7% | -1.2% |
| 30D | -2.6% | -14.5% | +11.9% | -1.9% |
| 3M | -7.6% | -10.6% | +2.9% | -7.7% |
| 6M | -12.2% | +65.5% | -77.7% | -16.0% |
| YTD | -8.1% | +67.0% | -75.1% | -12.5% |
| 1Y | -7.0% | +138.6% | -145.6% | -13.8% |
| 3Y | +30.6% | +421.8% | -391.2% | +12.0% |
| 5Y | +34.4% | +172.4% | -138.0% | +14.5% |
| All | +49.0% | +4,437.5% | -4,388.4% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling