+45.3%
SO vs PEG
+34.5%
+10.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | +1.0% | +1.0% | 0.0% | +0.5% |
| 30D | -3.2% | -1.9% | -1.3% | -2.3% |
| 3M | -1.7% | -3.7% | +2.0% | +0.2% |
| 6M | -7.2% | -9.4% | +2.2% | -2.8% |
| YTD | +4.6% | -6.0% | +10.6% | +7.7% |
| 1Y | +1.2% | -4.4% | +5.6% | +3.3% |
| 3Y | +45.3% | +33.5% | +11.7% | +14.7% |
| All | +45.3% | +34.5% | +10.8% | +14.7% |
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