+2,309.3%
PEG vs SM
+1,360.8%
+948.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.1% | -0.9% |
| 7D | +1.5% | +0.3% | +1.1% | +1.4% |
| 30D | +5.0% | -17.3% | +22.3% | +6.3% |
| 3M | -0.3% | -3.6% | +3.3% | -0.4% |
| 6M | -2.7% | +2.9% | -5.6% | -3.6% |
| YTD | -5.1% | +70.2% | -75.3% | -10.1% |
| 1Y | -8.3% | +66.5% | -74.8% | -13.0% |
| 3Y | +33.0% | -8.2% | +41.2% | +30.0% |
| 5Y | +41.3% | -1.5% | +42.8% | +34.1% |
| 10Y | +164.5% | +11.9% | +152.7% | +103.2% |
| All | +2,309.3% | +1,360.8% | +948.5% | +1,341.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling