+309.3%
SPY vs PEG
+167.4%
+142.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | +3.3% | +2.3% | +1.0% | +2.3% |
| 30D | -2.7% | +6.1% | -8.8% | -5.1% |
| 3M | -1.7% | -0.5% | -1.2% | -1.7% |
| 6M | +3.1% | -3.2% | +6.2% | +3.9% |
| YTD | +11.9% | -4.4% | +16.3% | +13.0% |
| 1Y | +12.0% | -7.4% | +19.4% | +14.5% |
| 3Y | +78.2% | +33.9% | +44.2% | +52.5% |
| 5Y | +73.2% | +42.3% | +30.9% | +42.6% |
| All | +309.3% | +167.4% | +142.0% | +175.4% |
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 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