+36.5%
PEG vs SPXU
-80.6%
+117.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.6% |
| 7D | +4.5% | -7.6% | +12.1% | +3.5% |
| 30D | +7.5% | +5.3% | +2.2% | +8.4% |
| 3M | +0.8% | +9.6% | -8.8% | +2.4% |
| 6M | 0.0% | -4.5% | +4.6% | -0.1% |
| YTD | -3.0% | -25.9% | +22.8% | -6.4% |
| 1Y | -4.7% | -28.9% | +24.1% | -8.6% |
| 3Y | +36.5% | -80.5% | +116.9% | +3.3% |
| All | +36.5% | -80.6% | +117.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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