+194.9%
SO vs PEG
+159.1%
+35.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -0.1% | +2.6% | -2.7% | -1.8% |
| 30D | +8.7% | +3.3% | +5.4% | +6.3% |
| 3M | +3.4% | +1.1% | +2.3% | +2.5% |
| 6M | +3.7% | -1.4% | +5.2% | +4.6% |
| YTD | +10.0% | -4.6% | +14.6% | +13.1% |
| 1Y | +6.6% | -7.2% | +13.8% | +11.6% |
| 3Y | +52.5% | +33.7% | +18.8% | +18.8% |
| 5Y | +76.1% | +40.8% | +35.2% | +30.9% |
| 10Y | +194.9% | +162.8% | +32.1% | +40.9% |
| All | +194.9% | +159.1% | +35.8% | +40.9% |
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