-43.8%
ACHR vs PEG
+33.9%
-77.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.3% | -5.0% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | -12.1% | -1.7% | -10.4% | -11.4% |
| 3M | +3.4% | -6.8% | +10.2% | +6.8% |
| 6M | -15.6% | -11.4% | -4.3% | -10.8% |
| YTD | -26.9% | -7.2% | -19.6% | -25.1% |
| 1Y | -34.8% | -6.1% | -28.6% | -33.9% |
| 3Y | -19.2% | +31.8% | -51.0% | -27.6% |
| 5Y | -43.8% | +35.6% | -79.4% | -48.7% |
| All | -43.8% | +33.9% | -77.7% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling