+144.3%
PEG vs SUI
+115.7%
+28.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -2.3% | +6.2% | -8.5% | -4.8% |
| 30D | +1.2% | +8.6% | -7.4% | -2.4% |
| 3M | -2.4% | +1.0% | -3.4% | -3.1% |
| 6M | -6.9% | -2.6% | -4.3% | -6.4% |
| YTD | -7.2% | -0.1% | -7.1% | -7.9% |
| 1Y | -8.9% | +0.5% | -9.3% | -9.8% |
| 3Y | +27.1% | +15.3% | +11.9% | +14.9% |
| 5Y | +33.8% | -26.1% | +59.9% | +46.5% |
| All | +144.3% | +115.7% | +28.6% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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