+672.3%
AU vs PEG
+148.0%
+524.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -4.3% | -0.9% | -3.4% | -3.9% |
| 30D | +7.3% | -3.7% | +11.0% | +8.7% |
| 3M | +26.3% | -7.3% | +33.6% | +29.9% |
| 6M | +1.8% | -10.5% | +12.2% | +6.1% |
| YTD | +26.8% | -7.5% | +34.3% | +30.5% |
| 1Y | +66.7% | -8.7% | +75.4% | +72.4% |
| 3Y | +579.1% | +31.4% | +547.7% | +503.0% |
| 5Y | +689.3% | +37.8% | +651.6% | +587.2% |
| All | +672.3% | +148.0% | +524.3% | +382.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling