+352.4%
PEG vs SPXU
-100.0%
+452.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.7% |
| 7D | +4.5% | -7.6% | +12.1% | +2.9% |
| 30D | +7.5% | +5.3% | +2.2% | +9.0% |
| 3M | +0.8% | +9.6% | -8.8% | +3.2% |
| 6M | 0.0% | -4.5% | +4.6% | -0.2% |
| YTD | -3.0% | -25.9% | +22.8% | -7.7% |
| 1Y | -4.7% | -28.9% | +24.1% | -10.0% |
| 3Y | +36.5% | -80.5% | +116.9% | +3.0% |
| 5Y | +44.4% | -83.4% | +127.7% | +14.7% |
| 10Y | +170.2% | -99.5% | +269.7% | +21.7% |
| All | +352.4% | -100.0% | +452.4% | -10.6% |
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