+148.7%
PEG vs SPG
+59.6%
+89.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.7% |
| 7D | -0.1% | -1.7% | +1.6% | +0.3% |
| 30D | -1.7% | -6.3% | +4.5% | -0.1% |
| 3M | -6.8% | -2.4% | -4.3% | -6.3% |
| 6M | -11.4% | +9.6% | -21.0% | -13.5% |
| YTD | -7.2% | +14.2% | -21.4% | -10.5% |
| 1Y | -6.1% | +19.3% | -25.4% | -10.5% |
| 3Y | +31.8% | +106.7% | -74.9% | +8.4% |
| 5Y | +35.6% | +104.2% | -68.6% | +10.0% |
| 10Y | +148.7% | +63.7% | +85.0% | +116.1% |
| All | +148.7% | +59.6% | +89.1% | +116.1% |
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