+252.8%
SPOT vs PEG
+93.4%
+159.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | +7.4% | -3.7% | +11.1% | +8.2% |
| 3M | +8.2% | -7.3% | +15.5% | +9.8% |
| 6M | +2.2% | -10.5% | +12.7% | +4.4% |
| YTD | -9.5% | -7.5% | -2.0% | -8.2% |
| 1Y | -23.8% | -8.7% | -15.1% | -22.7% |
| 3Y | +233.5% | +31.4% | +202.1% | +214.9% |
| 5Y | +112.2% | +37.8% | +74.4% | +97.5% |
| All | +252.8% | +93.4% | +159.4% | +209.1% |
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