+201.8%
AG vs PEG
+36.1%
+165.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.9% | -3.4% |
| 7D | -10.0% | +4.5% | -14.5% | -12.6% |
| 30D | -10.5% | +7.5% | -18.0% | -15.0% |
| 3M | -27.3% | +0.8% | -28.1% | -27.9% |
| 6M | -43.0% | 0.0% | -43.0% | -43.5% |
| YTD | -17.9% | -3.0% | -14.9% | -17.2% |
| 1Y | +11.9% | -4.7% | +16.7% | +14.6% |
| 3Y | +201.8% | +36.5% | +165.3% | +82.9% |
| All | +201.8% | +36.1% | +165.7% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling