+782.5%
PEG vs SPYG
+559.2%
+223.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -2.6% | -1.7% | -0.9% | -1.9% |
| 3M | -7.6% | +3.6% | -11.3% | -9.4% |
| 6M | -12.2% | +16.6% | -28.8% | -18.7% |
| YTD | -8.1% | +13.4% | -21.4% | -14.0% |
| 1Y | -7.0% | +19.6% | -26.6% | -15.2% |
| 3Y | +30.6% | +99.8% | -69.2% | -7.9% |
| 5Y | +34.4% | +85.0% | -50.6% | -3.8% |
| 10Y | +146.5% | +422.1% | -275.6% | +5.4% |
| All | +782.5% | +559.2% | +223.3% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling