+101.7%
SMR vs PEG
+36.1%
+65.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.8% | -5.1% |
| 7D | -8.3% | +4.5% | -12.8% | -13.1% |
| 30D | -20.1% | +7.5% | -27.6% | -27.4% |
| 3M | -52.7% | +0.8% | -53.5% | -53.4% |
| 6M | -61.0% | 0.0% | -61.1% | -62.0% |
| YTD | -67.1% | -3.0% | -64.1% | -67.2% |
| 1Y | -79.9% | -4.7% | -75.1% | -79.3% |
| 3Y | +101.7% | +36.5% | +65.3% | +19.6% |
| All | +101.7% | +36.1% | +65.6% | +19.6% |
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 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