+2,885.9%
ALB vs PEG
+2,139.5%
+746.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -8.1% | +0.7% | -8.8% | -8.4% |
| 30D | +6.3% | -2.4% | +8.7% | +7.3% |
| 3M | -23.6% | -4.8% | -18.8% | -22.2% |
| 6M | -24.6% | -10.7% | -13.9% | -21.0% |
| YTD | -10.3% | -6.7% | -3.6% | -7.9% |
| 1Y | +61.5% | -6.8% | +68.3% | +65.0% |
| 3Y | -34.0% | +34.5% | -68.5% | -43.8% |
| 5Y | -44.6% | +35.8% | -80.3% | -53.3% |
| 10Y | +76.1% | +141.7% | -65.6% | +10.9% |
| All | +2,885.9% | +2,139.5% | +746.3% | +988.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling