-7.4%
PEG vs SPG
+34.3%
-41.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.6% |
| 7D | +1.0% | +8.2% | -7.1% | -2.0% |
| 30D | +6.6% | +13.5% | -6.8% | +1.5% |
| 3M | -3.1% | +2.2% | -5.4% | -4.0% |
| 6M | -7.4% | +15.9% | -23.2% | -12.8% |
| YTD | -6.4% | +27.6% | -34.0% | -14.2% |
| 1Y | -7.4% | +30.9% | -38.4% | -16.5% |
| All | -7.4% | +34.3% | -41.7% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling