+41.6%
AA vs PEG
+171.2%
-129.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.6% |
| 7D | +0.5% | +4.5% | -4.0% | -2.1% |
| 30D | -0.6% | +7.5% | -8.1% | -4.9% |
| 3M | -19.7% | +0.8% | -20.5% | -20.3% |
| 6M | -41.6% | 0.0% | -41.6% | -41.9% |
| YTD | -24.6% | -3.0% | -21.6% | -24.0% |
| 1Y | +4.9% | -4.7% | +9.6% | +6.8% |
| 3Y | +66.8% | +36.5% | +30.4% | +34.2% |
| 5Y | -19.4% | +44.4% | -63.8% | -37.5% |
| All | +41.6% | +171.2% | -129.7% | -10.9% |
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