+54.1%
SO vs PEG
+36.1%
+18.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.5% |
| 7D | +1.4% | +4.5% | -3.1% | -0.7% |
| 30D | +4.7% | +7.5% | -2.8% | +1.2% |
| 3M | +1.7% | +0.8% | +0.9% | +1.2% |
| 6M | +2.2% | 0.0% | +2.1% | +2.1% |
| YTD | +10.0% | -3.0% | +13.0% | +11.4% |
| 1Y | +6.0% | -4.7% | +10.8% | +8.2% |
| 3Y | +54.1% | +36.5% | +17.6% | +23.4% |
| All | +54.1% | +36.1% | +18.0% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling