+307.8%
SPY vs PEG
+171.2%
+136.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | +2.6% | +4.5% | -1.9% | +0.8% |
| 30D | -2.0% | +7.5% | -9.5% | -4.9% |
| 3M | -2.8% | +0.8% | -3.6% | -3.3% |
| 6M | +2.1% | 0.0% | +2.1% | +1.6% |
| YTD | +11.5% | -3.0% | +14.5% | +11.9% |
| 1Y | +13.5% | -4.7% | +18.2% | +14.7% |
| 3Y | +77.7% | +36.5% | +41.2% | +50.9% |
| 5Y | +72.6% | +44.4% | +28.3% | +41.2% |
| All | +307.8% | +171.2% | +136.6% | +172.9% |
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