+778.3%
AU vs PEG
+1,306.3%
-528.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.4% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | +12.8% | -1.9% | +14.6% | +13.4% |
| 3M | +28.5% | -3.7% | +32.1% | +30.1% |
| 6M | +4.8% | -9.4% | +14.3% | +8.7% |
| YTD | +31.0% | -6.0% | +36.9% | +33.7% |
| 1Y | +81.4% | -4.4% | +85.8% | +84.2% |
| 3Y | +618.4% | +33.5% | +584.9% | +538.2% |
| 5Y | +686.3% | +35.7% | +650.6% | +590.8% |
| 10Y | +664.5% | +140.4% | +524.1% | +424.3% |
| All | +778.3% | +1,306.3% | -528.0% | +407.4% |
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