+147.8%
SW vs PEG
+140.6%
+7.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -4.6% | -2.4% | -2.1% | -4.2% |
| 3M | +9.4% | -4.8% | +14.2% | +10.4% |
| 6M | +3.5% | -10.7% | +14.2% | +5.6% |
| YTD | +22.0% | -6.7% | +28.7% | +23.4% |
| 1Y | +2.2% | -6.8% | +9.1% | +3.4% |
| 3Y | +19.6% | +34.5% | -14.9% | +14.6% |
| 5Y | -2.3% | +35.8% | -38.1% | -7.1% |
| All | +147.8% | +140.6% | +7.2% | +121.1% |
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 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