+87.3%
ALB vs PEG
+139.0%
-51.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | -8.6% | -0.1% | -8.5% | -8.6% |
| 30D | -4.0% | -1.7% | -2.3% | -3.3% |
| 3M | -17.4% | -6.8% | -10.6% | -14.8% |
| 6M | -25.4% | -11.4% | -14.0% | -21.2% |
| YTD | -10.5% | -7.2% | -3.3% | -7.8% |
| 1Y | +75.8% | -6.1% | +82.0% | +79.3% |
| 3Y | -28.5% | +31.8% | -60.3% | -40.3% |
| 5Y | -45.1% | +35.6% | -80.7% | -55.3% |
| 10Y | +87.3% | +148.7% | -61.4% | +12.5% |
| All | +87.3% | +139.0% | -51.7% | +12.5% |
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