+143.4%
PEG vs SPXS
-99.6%
+242.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.6% |
| 7D | -0.9% | +2.5% | -3.4% | -0.4% |
| 30D | -3.7% | +4.2% | -7.9% | -2.9% |
| 3M | -7.3% | -9.3% | +2.0% | -8.8% |
| 6M | -10.5% | -30.7% | +20.2% | -16.2% |
| YTD | -7.5% | -28.1% | +20.6% | -12.6% |
| 1Y | -8.7% | -35.1% | +26.3% | -15.3% |
| 3Y | +31.4% | -79.6% | +110.9% | +1.0% |
| 5Y | +37.8% | -86.3% | +124.1% | +5.6% |
| All | +143.4% | -99.6% | +242.9% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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