+144.1%
PEG vs SM
+22.6%
+121.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -1.7% | +20.3% | -22.0% | -2.5% |
| 3M | -6.8% | +22.9% | -29.7% | -7.7% |
| 6M | -11.4% | +47.8% | -59.2% | -13.2% |
| YTD | -7.2% | +107.5% | -114.7% | -10.6% |
| 1Y | -6.1% | +51.7% | -57.9% | -8.4% |
| 3Y | +31.8% | -0.9% | +32.6% | +29.8% |
| 5Y | +35.6% | +112.2% | -76.6% | +28.1% |
| All | +144.1% | +22.6% | +121.5% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling