+139.0%
SN vs PEG
-7.0%
+145.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +7.6% | +2.6% | +5.0% | +6.9% |
| 30D | +22.4% | +3.3% | +19.1% | +21.5% |
| 3M | +21.7% | +1.1% | +20.6% | +21.8% |
| 6M | +102.8% | -1.4% | +104.3% | +104.3% |
| YTD | +102.4% | -4.6% | +107.0% | +112.0% |
| 1Y | +139.0% | -7.2% | +146.2% | +148.3% |
| All | +139.0% | -7.0% | +145.9% | +148.3% |
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