+1.5%
SMR vs PEG
+31.4%
-30.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.4% |
| 7D | +4.7% | -0.9% | +5.6% | +5.8% |
| 30D | +3.2% | -2.8% | +6.0% | +5.8% |
| 3M | +9.9% | -6.9% | +16.8% | +16.8% |
| 6M | -15.1% | -11.4% | -3.7% | -6.0% |
| YTD | -27.9% | -7.4% | -20.6% | -24.2% |
| 1Y | -70.2% | -8.3% | -62.0% | -68.5% |
| 3Y | +72.5% | +31.5% | +40.9% | +47.8% |
| All | +1.5% | +31.4% | -30.0% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling