+157.1%
SPMO vs PEG
+31.8%
+125.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -0.9% | -0.9% | -0.1% | -0.7% |
| 30D | -1.9% | -3.7% | +1.8% | -0.9% |
| 3M | -1.4% | -7.3% | +5.9% | +0.5% |
| 6M | +25.5% | -10.5% | +36.0% | +29.0% |
| YTD | +24.8% | -7.5% | +32.3% | +26.7% |
| 1Y | +24.5% | -8.7% | +33.2% | +26.7% |
| 3Y | +157.1% | +31.4% | +125.8% | +147.3% |
| All | +157.1% | +31.8% | +125.3% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling