-29.5%
ALB vs PEG
+36.1%
-65.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -8.1% | +0.7% | -8.8% | -8.3% |
| 30D | +6.3% | -2.4% | +8.7% | +7.2% |
| 3M | -23.6% | -4.8% | -18.8% | -22.3% |
| 6M | -24.6% | -10.7% | -13.9% | -21.1% |
| YTD | -10.3% | -6.7% | -3.6% | -8.2% |
| 1Y | +61.5% | -6.8% | +68.3% | +64.4% |
| All | -29.5% | +36.1% | -65.6% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling