-7.4%
PEG vs SM
+70.4%
-77.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.3% | +15.9% | 0.0% |
| 7D | +1.0% | -21.5% | +22.5% | +0.2% |
| 30D | +6.6% | -11.4% | +18.0% | +6.3% |
| 3M | -3.1% | +0.6% | -3.7% | -2.9% |
| 6M | -7.4% | +0.2% | -7.6% | -7.2% |
| YTD | -6.4% | +69.7% | -76.1% | -7.9% |
| 1Y | -7.4% | +71.6% | -79.0% | -9.2% |
| All | -7.4% | +70.4% | -77.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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