+61.0%
AA vs PEG
-7.0%
+68.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | +5.0% | -2.4% | +7.4% | +5.6% |
| 3M | -35.8% | -4.8% | -31.0% | -34.9% |
| 6M | -18.4% | -10.7% | -7.7% | -16.1% |
| YTD | -5.5% | -6.7% | +1.2% | -4.6% |
| 1Y | +61.0% | -6.8% | +67.8% | +62.0% |
| All | +61.0% | -7.0% | +68.0% | +62.0% |
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