+11.7%
SPGI vs PEG
+33.6%
-21.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +0.3% | -2.3% | +2.5% | +1.1% |
| 30D | +18.4% | +1.2% | +17.2% | +17.9% |
| 3M | +15.7% | -2.4% | +18.1% | +16.6% |
| 6M | +17.3% | -6.9% | +24.1% | +20.2% |
| YTD | -4.7% | -7.2% | +2.5% | -3.0% |
| 1Y | +1.8% | -8.9% | +10.7% | +4.3% |
| 3Y | +31.7% | +27.1% | +4.6% | +11.1% |
| All | +11.7% | +33.6% | -21.8% | -11.3% |
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