-42.5%
ALB vs PEG
+38.2%
-80.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.2% |
| 7D | -4.4% | +1.0% | -5.4% | -4.9% |
| 30D | -1.2% | -1.9% | +0.7% | -0.4% |
| 3M | -13.3% | -3.7% | -9.6% | -12.1% |
| 6M | -19.8% | -9.4% | -10.3% | -16.1% |
| YTD | -7.9% | -6.0% | -1.9% | -5.8% |
| 1Y | +60.2% | -4.4% | +64.5% | +61.4% |
| 3Y | -26.4% | +33.5% | -60.0% | -41.8% |
| 5Y | -42.5% | +35.7% | -78.3% | -56.7% |
| All | -42.5% | +38.2% | -80.8% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling