-44.0%
ACHR vs PEG
+53.6%
-97.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -2.3% | -0.9% | -1.4% | -1.8% |
| 30D | -11.3% | -3.7% | -7.6% | -9.6% |
| 3M | +5.3% | -7.3% | +12.6% | +8.8% |
| 6M | -13.2% | -10.5% | -2.7% | -9.2% |
| YTD | -25.8% | -7.5% | -18.3% | -24.0% |
| 1Y | -34.3% | -8.7% | -25.5% | -32.2% |
| 3Y | -19.9% | +31.4% | -51.3% | -27.2% |
| 5Y | -42.7% | +37.8% | -80.4% | -48.8% |
| All | -44.0% | +53.6% | -97.7% | -52.1% |
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