+335.4%
PEG vs SPXU
-100.0%
+435.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.1% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -2.4% | +0.8% | -3.3% | -2.2% |
| 3M | -4.8% | -4.7% | -0.1% | -5.5% |
| 6M | -10.7% | -29.6% | +18.9% | -16.4% |
| YTD | -6.7% | -29.9% | +23.2% | -12.6% |
| 1Y | -6.8% | -39.1% | +32.2% | -15.0% |
| 3Y | +34.5% | -80.0% | +114.5% | +2.1% |
| 5Y | +35.8% | -86.0% | +121.8% | +3.7% |
| 10Y | +141.7% | -99.5% | +241.3% | +7.5% |
| All | +335.4% | -100.0% | +435.4% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling