+248.5%
ALAB vs PEG
+26.8%
+221.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | -7.5% | +2.6% | -10.0% | -8.4% |
| 30D | -36.8% | +3.3% | -40.1% | -37.8% |
| 3M | -31.9% | +1.1% | -32.9% | -32.3% |
| 6M | +8.2% | -1.4% | +9.6% | +7.4% |
| YTD | +29.9% | -4.6% | +34.5% | +29.6% |
| 1Y | +24.4% | -7.2% | +31.6% | +26.3% |
| All | +248.5% | +26.8% | +221.7% | +294.6% |
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