+2,502.1%
SOXX vs PEG
+708.4%
+1,793.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | +3.0% | -0.9% | +3.9% | +3.5% |
| 30D | -3.1% | -2.8% | -0.4% | -2.0% |
| 3M | -4.4% | -6.9% | +2.5% | -1.6% |
| 6M | +52.9% | -11.4% | +64.3% | +60.4% |
| YTD | +72.0% | -7.4% | +79.4% | +76.7% |
| 1Y | +105.1% | -8.3% | +113.4% | +111.0% |
| 3Y | +220.6% | +31.5% | +189.1% | +176.5% |
| 5Y | +244.8% | +38.0% | +206.8% | +187.3% |
| 10Y | +1,537.1% | +148.3% | +1,388.8% | +894.8% |
| All | +2,502.1% | +708.4% | +1,793.7% | +714.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling