+247.9%
SOXX vs PEG
+36.3%
+211.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.4% | -0.9% | +2.3% | +1.7% |
| 30D | -3.6% | -3.7% | +0.1% | -2.2% |
| 3M | -10.2% | -7.3% | -2.9% | -7.8% |
| 6M | +54.2% | -10.5% | +64.7% | +60.1% |
| YTD | +75.2% | -7.5% | +82.7% | +79.1% |
| 1Y | +107.5% | -8.7% | +116.2% | +112.7% |
| 3Y | +226.8% | +31.4% | +195.4% | +188.3% |
| All | +247.9% | +36.3% | +211.6% | +196.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling