-48.8%
SE vs PEG
-6.2%
-42.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.5% |
| 7D | +6.7% | +1.0% | +5.6% | +6.7% |
| 30D | -17.2% | +6.6% | -23.8% | -17.1% |
| 3M | -28.0% | -3.1% | -24.9% | -28.0% |
| 6M | -6.1% | -7.4% | +1.2% | -6.2% |
| YTD | -37.1% | -6.4% | -30.7% | -37.0% |
| 1Y | -48.8% | -7.4% | -41.3% | -48.8% |
| All | -48.8% | -6.2% | -42.6% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling