+3.7%
SO vs PEG
-6.2%
+9.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -1.0% |
| 7D | +1.7% | +1.0% | +0.7% | +1.1% |
| 30D | +11.1% | +6.6% | +4.5% | +6.6% |
| 3M | +0.7% | -3.1% | +3.8% | +2.6% |
| 6M | -1.4% | -7.4% | +6.0% | +3.3% |
| YTD | +9.4% | -6.4% | +15.9% | +14.2% |
| 1Y | +3.7% | -7.4% | +11.2% | +8.6% |
| All | +3.7% | -6.2% | +9.9% | +8.6% |
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 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