+771.1%
PEG vs SNY
+241.9%
+529.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -0.9% | -3.3% | +2.4% | +0.1% |
| 30D | -3.7% | -2.2% | -1.6% | -3.1% |
| 3M | -7.3% | -3.0% | -4.2% | -6.6% |
| 6M | -10.5% | +2.7% | -13.2% | -11.5% |
| YTD | -7.5% | -6.8% | -0.7% | -6.0% |
| 1Y | -8.7% | -5.3% | -3.5% | -8.0% |
| 3Y | +31.4% | -9.8% | +41.1% | +31.0% |
| 5Y | +37.8% | +9.7% | +28.1% | +26.9% |
| 10Y | +148.0% | +64.5% | +83.5% | +94.4% |
| All | +771.1% | +241.9% | +529.2% | +375.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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