+334.0%
SPGI vs PEG
+159.1%
+174.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +1.6% | +2.6% | -1.0% | +0.4% |
| 30D | +16.1% | +3.3% | +12.8% | +14.3% |
| 3M | +15.5% | +1.1% | +14.4% | +14.7% |
| 6M | +19.6% | -1.4% | +21.1% | +20.0% |
| YTD | -3.6% | -4.6% | +1.0% | -2.7% |
| 1Y | +2.2% | -7.2% | +9.4% | +4.5% |
| 3Y | +30.1% | +33.7% | -3.6% | +7.6% |
| 5Y | +14.9% | +40.8% | -25.9% | -8.5% |
| 10Y | +334.0% | +162.8% | +171.2% | +180.8% |
| All | +334.0% | +159.1% | +174.9% | +180.8% |
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