+34.5%
PEG vs SM
-3.8%
+38.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.5% |
| 7D | +2.3% | +10.6% | -8.3% | +1.9% |
| 30D | +6.1% | -15.0% | +21.1% | +6.8% |
| 3M | -0.5% | +1.7% | -2.2% | -0.9% |
| 6M | -3.2% | +5.9% | -9.0% | -4.0% |
| YTD | -4.4% | +79.0% | -83.4% | -9.7% |
| 1Y | -7.4% | +84.7% | -92.0% | -12.9% |
| All | +34.5% | -3.8% | +38.4% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling