+790.5%
PEG vs SPYG
+559.2%
+231.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | -1.7% | -1.7% | -0.1% | -1.0% |
| 3M | -6.8% | +3.6% | -10.4% | -8.6% |
| 6M | -11.4% | +16.6% | -28.0% | -18.0% |
| YTD | -7.2% | +13.4% | -20.6% | -13.2% |
| 1Y | -6.1% | +19.6% | -25.7% | -14.5% |
| 3Y | +31.8% | +99.8% | -68.0% | -7.1% |
| 5Y | +35.6% | +85.0% | -49.3% | -2.9% |
| 10Y | +148.7% | +422.1% | -273.4% | +6.3% |
| All | +790.5% | +559.2% | +231.4% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling