+76.8%
SPYM vs PEG
+32.2%
+44.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.2% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -1.4% | -1.7% | +0.4% | -1.0% |
| 3M | +3.7% | -6.8% | +10.5% | +5.3% |
| 6M | +13.0% | -11.4% | +24.4% | +16.2% |
| YTD | +12.5% | -7.2% | +19.7% | +14.0% |
| 1Y | +18.6% | -6.1% | +24.7% | +19.5% |
| All | +76.8% | +32.2% | +44.6% | +64.4% |
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 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