+13,845.6%
SPGI vs PEG
+2,907.1%
+10,938.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +8.4% | -2.4% | +10.8% | +9.5% |
| 3M | +11.8% | -4.8% | +16.6% | +14.1% |
| 6M | +5.7% | -10.7% | +16.4% | +10.4% |
| YTD | -9.7% | -6.7% | -3.0% | -7.9% |
| 1Y | -12.5% | -6.8% | -5.6% | -10.9% |
| 3Y | +21.8% | +34.5% | -12.7% | +4.3% |
| 5Y | +8.2% | +35.8% | -27.6% | -8.2% |
| 10Y | +309.5% | +141.7% | +167.8% | +167.2% |
| All | +13,845.6% | +2,907.1% | +10,938.6% | +4,151.3% |
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 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