+311.2%
SPY vs PEG
+148.3%
+162.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.0% | -0.9% | -1.1% | -1.6% |
| 30D | -1.7% | -2.8% | +1.1% | -0.6% |
| 3M | +4.7% | -6.9% | +11.7% | +7.6% |
| 6M | +12.5% | -11.4% | +23.9% | +17.6% |
| YTD | +11.7% | -7.4% | +19.1% | +14.4% |
| 1Y | +17.5% | -8.3% | +25.7% | +20.5% |
| 3Y | +76.6% | +31.5% | +45.0% | +52.3% |
| 5Y | +82.0% | +38.0% | +44.1% | +52.1% |
| All | +311.2% | +148.3% | +162.9% | +181.1% |
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