+164.5%
PEG vs SUI
+120.9%
+43.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +1.5% | -2.4% | +3.9% | +2.5% |
| 30D | +5.0% | +3.3% | +1.7% | +3.3% |
| 3M | -0.3% | +0.7% | -1.0% | -1.0% |
| 6M | -2.7% | -4.1% | +1.5% | -1.5% |
| YTD | -5.1% | -1.8% | -3.3% | -5.1% |
| 1Y | -8.3% | -4.1% | -4.2% | -7.4% |
| 3Y | +33.0% | +17.4% | +15.6% | +19.2% |
| 5Y | +41.3% | -27.0% | +68.3% | +55.4% |
| 10Y | +164.5% | +121.2% | +43.4% | +67.4% |
| All | +164.5% | +120.9% | +43.7% | +67.4% |
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