+27.1%
SW vs PEG
-8.1%
+35.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +4.7% | -0.7% | +5.4% | +4.9% |
| 30D | +5.0% | +1.9% | +3.1% | +4.5% |
| 3M | -7.3% | -2.3% | -5.0% | -6.5% |
| 6M | +15.0% | -6.7% | +21.7% | +17.3% |
| YTD | +18.5% | -6.6% | +25.1% | +20.9% |
| 1Y | +27.1% | -5.3% | +32.5% | +29.2% |
| All | +27.1% | -8.1% | +35.2% | +29.2% |
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