+265.2%
SU vs PEG
+148.0%
+117.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.2% | -0.9% | +3.1% | +2.6% |
| 30D | +8.4% | -3.7% | +12.2% | +10.2% |
| 3M | +12.1% | -7.3% | +19.4% | +15.7% |
| 6M | +19.7% | -10.5% | +30.1% | +25.0% |
| YTD | +58.4% | -7.5% | +65.9% | +62.7% |
| 1Y | +67.2% | -8.7% | +76.0% | +72.3% |
| 3Y | +125.0% | +31.4% | +93.7% | +88.6% |
| 5Y | +355.1% | +37.8% | +317.3% | +266.2% |
| All | +265.2% | +148.0% | +117.2% | +136.7% |
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