+568.6%
SE vs PEG
+101.1%
+467.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.5% |
| 7D | -3.6% | -0.1% | -3.6% | -3.6% |
| 30D | -5.3% | -1.7% | -3.6% | -4.6% |
| 3M | +28.1% | -6.8% | +34.9% | +31.5% |
| 6M | +20.7% | -11.4% | +32.0% | +26.4% |
| YTD | -14.8% | -7.2% | -7.6% | -12.7% |
| 1Y | -43.6% | -6.1% | -37.4% | -42.8% |
| 3Y | +184.2% | +31.8% | +152.4% | +146.0% |
| 5Y | -66.3% | +35.6% | -101.9% | -71.5% |
| All | +568.6% | +101.1% | +467.5% | +341.7% |
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