+38.0%
PEG vs SPXU
-85.5%
+123.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | +0.1% |
| 7D | -0.9% | +6.4% | -7.3% | +0.1% |
| 30D | -2.8% | +5.9% | -8.7% | -1.8% |
| 3M | -6.9% | -11.7% | +4.7% | -8.6% |
| 6M | -11.4% | -28.7% | +17.3% | -15.7% |
| YTD | -7.4% | -26.4% | +19.0% | -11.3% |
| 1Y | -8.3% | -35.2% | +27.0% | -13.8% |
| 3Y | +31.5% | -79.8% | +111.3% | +5.3% |
| 5Y | +38.0% | -86.1% | +124.0% | +7.1% |
| All | +38.0% | -85.5% | +123.5% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling