+31.4%
PEG vs SPXS
-79.6%
+111.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.5% |
| 7D | -0.9% | +2.5% | -3.4% | -0.5% |
| 30D | -3.7% | +4.2% | -7.9% | -3.1% |
| 3M | -7.3% | -9.3% | +2.0% | -8.4% |
| 6M | -10.5% | -30.7% | +20.2% | -14.8% |
| YTD | -7.5% | -28.1% | +20.6% | -11.3% |
| 1Y | -8.7% | -35.1% | +26.3% | -13.7% |
| 3Y | +31.4% | -79.6% | +110.9% | +4.5% |
| All | +31.4% | -79.6% | +111.0% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling