+291.9%
AA vs PEG
+2,907.1%
-2,615.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -0.7% | +0.7% | -1.4% | -1.1% |
| 30D | +5.0% | -2.4% | +7.4% | +6.2% |
| 3M | -35.8% | -4.8% | -31.0% | -34.3% |
| 6M | -18.4% | -10.7% | -7.7% | -13.5% |
| YTD | -5.5% | -6.7% | +1.2% | -2.6% |
| 1Y | +61.0% | -6.8% | +67.8% | +65.5% |
| 3Y | +66.2% | +34.5% | +31.7% | +38.6% |
| 5Y | +11.4% | +35.8% | -24.4% | -7.9% |
| 10Y | +116.9% | +141.7% | -24.9% | +27.8% |
| All | +291.9% | +2,907.1% | -2,615.2% | -2.9% |
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 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