+167.5%
PEG vs SPG
+113.9%
+53.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +4.5% | +2.0% | +2.5% | +4.0% |
| 30D | +7.5% | +17.2% | -9.7% | +3.2% |
| 3M | +0.8% | +6.3% | -5.5% | -0.8% |
| 6M | 0.0% | +18.7% | -18.7% | -4.4% |
| YTD | -3.0% | +30.1% | -33.1% | -9.6% |
| 1Y | -4.7% | +32.8% | -37.5% | -11.6% |
| 3Y | +36.5% | +133.6% | -97.1% | +8.9% |
| 5Y | +44.4% | +84.4% | -40.0% | +19.9% |
| All | +167.5% | +113.9% | +53.6% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling