+1.8%
AA vs PEG
-7.6%
+9.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | +5.3% | +2.3% | +3.0% | +4.5% |
| 30D | -2.3% | +6.1% | -8.4% | -4.0% |
| 3M | -20.8% | -0.5% | -20.3% | -20.7% |
| 6M | -39.8% | -3.2% | -36.7% | -39.2% |
| YTD | -23.3% | -4.4% | -18.9% | -24.0% |
| 1Y | +1.8% | -7.4% | +9.2% | +6.7% |
| All | +1.8% | -7.6% | +9.4% | +6.7% |
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 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