+36.3%
ALB vs PEG
+161.7%
-125.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +1.1% | +1.5% | -0.4% | +0.3% |
| 30D | -2.6% | +5.0% | -7.6% | -5.1% |
| 3M | -25.6% | -0.3% | -25.2% | -25.6% |
| 6M | -54.0% | -2.7% | -51.4% | -53.7% |
| YTD | -31.6% | -5.1% | -26.5% | -30.4% |
| 1Y | -6.6% | -8.3% | +1.7% | -3.4% |
| 3Y | -14.0% | +33.0% | -47.0% | -28.5% |
| 5Y | -62.5% | +41.3% | -103.8% | -70.0% |
| 10Y | +36.3% | +164.5% | -128.2% | -14.9% |
| All | +36.3% | +161.7% | -125.4% | -14.9% |
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 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