+13.5%
SPY vs PEG
-5.8%
+19.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 7D | +2.6% | +4.5% | -1.9% | +2.3% |
| 30D | -2.0% | +7.5% | -9.5% | -2.3% |
| 3M | -2.8% | +0.8% | -3.6% | -2.9% |
| 6M | +2.1% | 0.0% | +2.1% | +1.8% |
| YTD | +11.5% | -3.0% | +14.5% | +10.8% |
| 1Y | +13.5% | -4.7% | +18.2% | +13.6% |
| All | +13.5% | -5.8% | +19.3% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling