+33.5%
PEG vs SM
-2.8%
+36.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.5% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -1.9% | +31.5% | -33.4% | -3.4% |
| 3M | -3.7% | +17.3% | -21.0% | -4.7% |
| 6M | -9.4% | +48.5% | -58.0% | -12.3% |
| YTD | -6.0% | +106.3% | -112.3% | -11.8% |
| 1Y | -4.4% | +47.3% | -51.7% | -7.6% |
| 3Y | +33.5% | -1.4% | +34.9% | +28.0% |
| All | +33.5% | -2.8% | +36.3% | +28.0% |
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