+2,196.2%
PEG vs SPY
+3,034.0%
-837.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.7% |
| 7D | +4.5% | +2.6% | +1.9% | +2.9% |
| 30D | +7.5% | -2.0% | +9.5% | +8.6% |
| 3M | +0.8% | -2.8% | +3.6% | +2.4% |
| 6M | 0.0% | +2.1% | -2.1% | -1.7% |
| YTD | -3.0% | +11.5% | -14.5% | -9.9% |
| 1Y | -4.7% | +13.5% | -18.2% | -12.5% |
| 3Y | +36.5% | +77.7% | -41.2% | -5.8% |
| 5Y | +44.4% | +72.6% | -28.3% | +0.1% |
| 10Y | +170.2% | +308.2% | -138.0% | +8.7% |
| All | +2,196.2% | +3,034.0% | -837.8% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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