+33.5%
PEG vs SPG
+112.2%
-78.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.3% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -1.9% | -4.9% | +3.1% | -0.2% |
| 3M | -3.7% | +3.3% | -7.0% | -4.9% |
| 6M | -9.4% | +11.2% | -20.6% | -12.7% |
| YTD | -6.0% | +17.1% | -23.0% | -11.0% |
| 1Y | -4.4% | +21.6% | -25.9% | -10.7% |
| 3Y | +33.5% | +111.9% | -78.3% | -4.5% |
| All | +33.5% | +112.2% | -78.7% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling