+78.8%
SE vs PEG
+33.8%
+45.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +1.9% |
| 7D | +3.3% | +0.9% | +2.4% | +3.0% |
| 30D | -18.2% | +3.8% | -22.0% | -19.1% |
| 3M | -31.3% | +0.1% | -31.3% | -31.3% |
| 6M | -10.1% | -1.0% | -9.1% | -10.4% |
| YTD | -38.9% | -4.1% | -34.8% | -38.4% |
| 1Y | -48.0% | -6.9% | -41.2% | -47.0% |
| 3Y | +78.8% | +35.6% | +43.2% | +88.2% |
| All | +78.8% | +33.8% | +45.0% | +88.2% |
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