+589.4%
SE vs PEG
+102.3%
+487.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -6.1% | +0.7% | -6.8% | -6.4% |
| 30D | -2.5% | -2.4% | 0.0% | -1.5% |
| 3M | +21.7% | -4.8% | +26.5% | +23.8% |
| 6M | +27.0% | -10.7% | +37.7% | +32.6% |
| YTD | -12.1% | -6.7% | -5.5% | -10.2% |
| 1Y | -40.9% | -6.8% | -34.1% | -39.9% |
| 3Y | +191.0% | +34.5% | +156.5% | +149.4% |
| 5Y | -68.3% | +35.8% | -104.0% | -73.2% |
| All | +589.4% | +102.3% | +487.0% | +354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling