-0.3%
SPOT vs PEG
-6.2%
+5.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.5% |
| 7D | +16.6% | +1.0% | +15.5% | +16.4% |
| 30D | +29.9% | +6.6% | +23.3% | +28.9% |
| 3M | +31.3% | -3.1% | +34.4% | +31.6% |
| 6M | +43.2% | -7.4% | +50.6% | +44.6% |
| YTD | +8.1% | -6.4% | +14.5% | +8.7% |
| 1Y | -0.3% | -7.4% | +7.1% | +1.2% |
| All | -0.3% | -6.2% | +5.9% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling