+2,251.6%
ALB vs PEG
+2,200.7%
+50.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.5% | -1.7% |
| 7D | +9.5% | +0.9% | +8.6% | +9.0% |
| 30D | -2.1% | +3.8% | -5.9% | -3.9% |
| 3M | -24.1% | +0.1% | -24.2% | -24.4% |
| 6M | -51.0% | -1.0% | -50.0% | -51.0% |
| YTD | -29.3% | -4.1% | -25.2% | -28.5% |
| 1Y | +3.2% | -6.9% | +10.0% | +5.7% |
| 3Y | -9.3% | +35.6% | -45.0% | -23.0% |
| 5Y | -61.6% | +42.8% | -104.4% | -68.4% |
| 10Y | +40.8% | +160.2% | -119.4% | -14.3% |
| All | +2,251.6% | +2,200.7% | +50.9% | +746.0% |
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