+143.4%
PEG vs SPYG
+424.6%
-281.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -0.9% | -0.9% | 0.0% | -0.5% |
| 30D | -3.7% | -1.5% | -2.2% | -3.1% |
| 3M | -7.3% | +3.7% | -11.0% | -9.0% |
| 6M | -10.5% | +16.4% | -26.9% | -16.8% |
| YTD | -7.5% | +13.3% | -20.8% | -13.1% |
| 1Y | -8.7% | +17.9% | -26.6% | -16.0% |
| 3Y | +31.4% | +98.3% | -67.0% | -6.8% |
| 5Y | +37.8% | +86.4% | -48.6% | -1.5% |
| All | +143.4% | +424.6% | -281.2% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling