+257.9%
SPOT vs PEG
+36.1%
+221.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.0% |
| 7D | +1.6% | +4.5% | -2.9% | +0.5% |
| 30D | +16.9% | +7.5% | +9.4% | +14.9% |
| 3M | +23.0% | +0.8% | +22.1% | +22.6% |
| 6M | +42.2% | 0.0% | +42.2% | +41.8% |
| YTD | +5.5% | -3.0% | +8.5% | +5.9% |
| 1Y | -5.1% | -4.7% | -0.3% | -4.2% |
| 3Y | +257.9% | +36.5% | +221.4% | +271.8% |
| All | +257.9% | +36.1% | +221.8% | +271.8% |
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