+319.5%
SN vs PEG
+28.3%
+291.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -9.3% | +0.7% | -10.0% | -9.7% |
| 30D | -4.8% | -2.4% | -2.4% | -3.6% |
| 3M | +40.4% | -4.8% | +45.2% | +43.6% |
| 6M | +50.9% | -10.7% | +61.6% | +59.5% |
| YTD | +54.9% | -6.7% | +61.6% | +59.8% |
| 1Y | +43.0% | -6.8% | +49.9% | +47.1% |
| 3Y | +391.8% | +34.5% | +357.3% | +343.7% |
| All | +319.5% | +28.3% | +291.2% | +329.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling