+422.1%
PEG vs SPXS
-100.0%
+522.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +1.1% |
| 7D | +1.0% | -1.5% | +2.6% | +0.7% |
| 30D | -1.9% | +3.7% | -5.5% | -1.1% |
| 3M | -3.7% | -9.6% | +5.9% | -5.4% |
| 6M | -9.4% | -32.4% | +23.0% | -16.1% |
| YTD | -6.0% | -28.7% | +22.7% | -11.7% |
| 1Y | -4.4% | -38.1% | +33.7% | -12.5% |
| 3Y | +33.5% | -80.1% | +113.6% | +0.8% |
| 5Y | +35.7% | -85.9% | +121.7% | +3.5% |
| 10Y | +140.4% | -99.5% | +239.9% | +6.2% |
| All | +422.1% | -100.0% | +522.1% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling