+2,032.8%
PEG vs SPG
+5,968.7%
-3,935.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +1.5% | +2.7% | -1.3% | +0.8% |
| 30D | +5.0% | +16.6% | -11.6% | +1.1% |
| 3M | -0.3% | +8.1% | -8.4% | -2.3% |
| 6M | -2.7% | +19.3% | -22.0% | -6.9% |
| YTD | -5.1% | +31.1% | -36.2% | -11.4% |
| 1Y | -8.3% | +32.8% | -41.0% | -14.6% |
| 3Y | +33.0% | +135.8% | -102.8% | +6.7% |
| 5Y | +41.3% | +85.1% | -43.8% | +18.5% |
| 10Y | +164.5% | +115.9% | +48.6% | +94.7% |
| All | +2,032.8% | +5,968.7% | -3,935.9% | +643.7% |
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