+68.8%
ALB vs PEG
-6.5%
+75.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | -7.6% | -0.9% | -6.7% | -7.5% |
| 30D | -5.6% | -2.8% | -2.9% | -5.3% |
| 3M | -16.8% | -6.9% | -9.9% | -16.4% |
| 6M | -26.3% | -11.4% | -14.9% | -25.2% |
| YTD | -13.2% | -7.4% | -5.8% | -11.6% |
| 1Y | +68.8% | -8.3% | +77.1% | +72.5% |
| All | +68.8% | -6.5% | +75.3% | +72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling