+455.3%
SN vs PEG
+31.8%
+423.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +1.3% |
| 7D | +7.6% | +0.9% | +6.8% | +7.2% |
| 30D | +24.1% | +3.8% | +20.3% | +21.8% |
| 3M | +23.7% | +0.1% | +23.6% | +23.5% |
| 6M | +105.5% | -1.0% | +106.5% | +105.9% |
| YTD | +105.1% | -4.1% | +109.2% | +108.6% |
| 1Y | +148.3% | -6.9% | +155.1% | +156.2% |
| 3Y | +438.7% | +35.6% | +403.0% | +366.4% |
| All | +455.3% | +31.8% | +423.5% | +460.7% |
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