+264.0%
SPOT vs PEG
+95.1%
+168.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.1% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | +12.5% | -2.4% | +14.9% | +13.0% |
| 3M | +9.9% | -4.8% | +14.7% | +10.9% |
| 6M | +1.6% | -10.7% | +12.3% | +3.8% |
| YTD | -6.6% | -6.7% | +0.1% | -5.5% |
| 1Y | -22.9% | -6.8% | -16.1% | -22.1% |
| 3Y | +244.3% | +34.5% | +209.8% | +223.5% |
| 5Y | +117.8% | +35.8% | +82.1% | +102.9% |
| All | +264.0% | +95.1% | +168.9% | +218.4% |
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