+196.3%
SE vs PEG
+34.5%
+161.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +0.6% | +1.0% | -0.4% | +0.3% |
| 30D | -0.1% | -1.9% | +1.8% | +0.5% |
| 3M | +34.1% | -3.7% | +37.8% | +35.1% |
| 6M | +23.2% | -9.4% | +32.6% | +26.8% |
| YTD | -11.2% | -6.0% | -5.2% | -10.0% |
| 1Y | -40.5% | -4.4% | -36.2% | -40.5% |
| 3Y | +196.3% | +33.5% | +162.8% | +200.5% |
| All | +196.3% | +34.5% | +161.8% | +200.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling