+158.9%
SN vs PEG
-6.2%
+165.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +4.0% |
| 7D | +10.6% | +1.0% | +9.6% | +10.4% |
| 30D | +20.0% | +6.6% | +13.4% | +17.9% |
| 3M | +30.4% | -3.1% | +33.5% | +32.2% |
| 6M | +91.0% | -7.4% | +98.3% | +96.4% |
| YTD | +95.9% | -6.4% | +102.4% | +105.0% |
| 1Y | +158.9% | -7.4% | +166.3% | +172.3% |
| All | +158.9% | -6.2% | +165.1% | +172.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling