+218.1%
AA vs PEG
+2,979.7%
-2,761.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.8% |
| 7D | +5.3% | +2.3% | +3.0% | +4.0% |
| 30D | -2.3% | +6.1% | -8.4% | -5.5% |
| 3M | -20.8% | -0.5% | -20.3% | -20.8% |
| 6M | -39.8% | -3.2% | -36.7% | -39.0% |
| YTD | -23.3% | -4.4% | -18.9% | -22.1% |
| 1Y | +1.8% | -7.4% | +9.2% | +5.3% |
| 3Y | +69.5% | +33.9% | +35.6% | +41.9% |
| 5Y | -18.0% | +42.3% | -60.3% | -33.8% |
| 10Y | +45.7% | +166.4% | -120.7% | -18.4% |
| All | +218.1% | +2,979.7% | -2,761.7% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling