+1,988.5%
PEG vs SUI
+4,037.5%
-2,049.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.7% | -2.8% | +3.5% | +1.6% |
| 30D | -2.4% | -1.2% | -1.3% | -2.1% |
| 3M | -4.8% | -1.7% | -3.0% | -4.4% |
| 6M | -10.7% | -10.5% | -0.2% | -7.8% |
| YTD | -6.7% | -1.8% | -4.8% | -6.5% |
| 1Y | -6.8% | -4.1% | -2.8% | -6.1% |
| 3Y | +34.5% | +11.3% | +23.2% | +27.4% |
| 5Y | +35.8% | -32.1% | +67.9% | +47.8% |
| 10Y | +141.7% | +110.4% | +31.3% | +88.8% |
| All | +1,988.5% | +4,037.5% | -2,049.1% | +775.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling