+162.0%
SO vs PEG
+139.0%
+23.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.2% |
| 7D | 0.0% | -0.1% | +0.1% | +0.1% |
| 30D | -2.5% | -1.7% | -0.7% | -1.3% |
| 3M | -4.2% | -6.8% | +2.6% | +0.5% |
| 6M | -7.7% | -11.4% | +3.7% | +0.1% |
| YTD | +3.8% | -7.2% | +11.0% | +8.9% |
| 1Y | +0.1% | -6.1% | +6.2% | +3.8% |
| 3Y | +44.2% | +31.8% | +12.4% | +13.4% |
| 5Y | +57.9% | +35.6% | +22.3% | +20.4% |
| 10Y | +162.0% | +148.7% | +13.3% | +25.8% |
| All | +162.0% | +139.0% | +23.0% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling