+78.5%
SPY vs PEG
+34.5%
+44.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | +0.5% | +1.0% | -0.5% | +0.3% |
| 30D | -0.9% | -1.9% | +0.9% | -0.5% |
| 3M | +3.9% | -3.7% | +7.6% | +4.7% |
| 6M | +14.5% | -9.4% | +24.0% | +17.1% |
| YTD | +12.9% | -6.0% | +18.9% | +14.1% |
| 1Y | +19.4% | -4.4% | +23.7% | +19.7% |
| 3Y | +78.5% | +33.5% | +44.9% | +65.1% |
| All | +78.5% | +34.5% | +44.0% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling