+2,044.0%
PEG vs SPG
+5,961.7%
-3,917.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +2.6% | +5.6% | -3.0% | +1.2% |
| 30D | +3.3% | +17.6% | -14.3% | -0.7% |
| 3M | +1.1% | +7.5% | -6.4% | -0.7% |
| 6M | -1.4% | +18.5% | -20.0% | -5.6% |
| YTD | -4.6% | +30.9% | -35.5% | -10.9% |
| 1Y | -7.2% | +34.1% | -41.3% | -13.9% |
| 3Y | +33.7% | +135.5% | -101.8% | +7.3% |
| 5Y | +40.8% | +86.5% | -45.7% | +17.9% |
| 10Y | +162.8% | +116.1% | +46.7% | +93.4% |
| All | +2,044.0% | +5,961.7% | -3,917.7% | +647.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling