+338.6%
SPGI vs PEG
+167.4%
+171.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -0.8% | +2.3% | -3.2% | -1.9% |
| 30D | +14.3% | +6.1% | +8.1% | +11.2% |
| 3M | +14.5% | -0.5% | +15.0% | +14.6% |
| 6M | +17.3% | -3.2% | +20.4% | +18.6% |
| YTD | -4.6% | -4.4% | -0.2% | -3.8% |
| 1Y | +0.8% | -7.4% | +8.1% | +3.1% |
| 3Y | +28.8% | +33.9% | -5.2% | +6.4% |
| 5Y | +14.0% | +42.3% | -28.3% | -9.8% |
| All | +338.6% | +167.4% | +171.2% | +182.8% |
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 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