-48.0%
SE vs PEG
-7.6%
-40.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.6% |
| 7D | -7.7% | +1.5% | -9.2% | -7.8% |
| 30D | -22.8% | +5.0% | -27.8% | -22.9% |
| 3M | -43.7% | -0.3% | -43.4% | -43.6% |
| 6M | -12.8% | -2.7% | -10.2% | -13.4% |
| YTD | -42.0% | -5.1% | -36.9% | -42.0% |
| 1Y | -48.0% | -8.3% | -39.8% | -45.6% |
| All | -48.0% | -7.6% | -40.4% | -45.6% |
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