+38.0%
PEG vs SPYG
+82.6%
-44.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.1% |
| 7D | -0.9% | -1.8% | +0.9% | -0.4% |
| 30D | -2.8% | -1.9% | -0.8% | -2.2% |
| 3M | -6.9% | +5.2% | -12.1% | -8.5% |
| 6M | -11.4% | +15.6% | -27.0% | -15.7% |
| YTD | -7.4% | +12.4% | -19.8% | -11.2% |
| 1Y | -8.3% | +17.5% | -25.7% | -13.4% |
| 3Y | +31.5% | +98.1% | -66.5% | +3.0% |
| 5Y | +38.0% | +84.9% | -47.0% | +3.7% |
| All | +38.0% | +82.6% | -44.6% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling