+264.1%
AG vs PEG
+32.0%
+232.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -5.8% | -0.9% | -4.9% | -5.3% |
| 30D | +6.4% | -2.8% | +9.1% | +8.1% |
| 3M | +28.4% | -6.9% | +35.3% | +34.2% |
| 6M | -24.5% | -11.4% | -13.1% | -18.5% |
| YTD | +21.2% | -7.4% | +28.6% | +26.2% |
| 1Y | +114.1% | -8.3% | +122.4% | +125.4% |
| All | +264.1% | +32.0% | +232.1% | +168.8% |
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