+14.1%
AGG vs PEG
+148.0%
-133.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | -1.1% | -3.7% | +2.6% | -1.0% |
| 3M | -1.9% | -7.3% | +5.3% | -1.6% |
| 6M | -1.7% | -10.5% | +8.8% | -1.2% |
| YTD | -1.3% | -7.5% | +6.2% | -1.0% |
| 1Y | -0.7% | -8.7% | +8.0% | -0.4% |
| 3Y | +12.5% | +31.4% | -18.9% | +10.6% |
| 5Y | -2.5% | +37.8% | -40.3% | -4.4% |
| All | +14.1% | +148.0% | -133.9% | +7.6% |
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