+143.7%
PEG vs SM
+23.2%
+120.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -0.9% | +2.1% | -3.0% | -1.0% |
| 30D | -2.8% | +18.1% | -20.9% | -3.5% |
| 3M | -6.9% | +17.0% | -23.9% | -7.7% |
| 6M | -11.4% | +55.4% | -66.8% | -13.4% |
| YTD | -7.4% | +108.6% | -115.9% | -10.8% |
| 1Y | -8.3% | +45.7% | -53.9% | -10.3% |
| 3Y | +31.5% | -0.3% | +31.9% | +29.6% |
| 5Y | +38.0% | +113.0% | -75.1% | +30.3% |
| All | +143.7% | +23.2% | +120.4% | +91.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling