+363.5%
SE vs PEG
+110.2%
+253.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | -0.5% | +4.5% | -5.0% | -2.3% |
| 30D | -20.9% | +7.5% | -28.5% | -23.4% |
| 3M | -38.9% | +0.8% | -39.7% | -39.2% |
| 6M | -19.4% | 0.0% | -19.4% | -20.0% |
| YTD | -40.9% | -3.0% | -37.9% | -40.7% |
| 1Y | -46.2% | -4.7% | -41.4% | -45.6% |
| 3Y | +63.7% | +36.5% | +27.2% | +39.6% |
| 5Y | -77.9% | +44.4% | -122.3% | -81.9% |
| All | +363.5% | +110.2% | +253.3% | +199.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling