+66.5%
AG vs PEG
+148.3%
-81.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -5.8% | -0.9% | -4.9% | -5.4% |
| 30D | +6.4% | -2.8% | +9.1% | +7.8% |
| 3M | +28.4% | -6.9% | +35.3% | +32.9% |
| 6M | -24.5% | -11.4% | -13.1% | -20.0% |
| YTD | +21.2% | -7.4% | +28.6% | +25.2% |
| 1Y | +114.1% | -8.3% | +122.4% | +123.2% |
| 3Y | +268.0% | +31.5% | +236.5% | +218.9% |
| 5Y | +67.3% | +38.0% | +29.4% | +42.7% |
| All | +66.5% | +148.3% | -81.8% | -2.5% |
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