+37.2%
PEG vs ABCL
-41.3%
+78.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +0.7% | +0.7% | 0.0% | +0.7% |
| 30D | -2.4% | +93.1% | -95.5% | -4.6% |
| 3M | -4.8% | +79.4% | -84.2% | -6.9% |
| 6M | -10.7% | +214.9% | -225.6% | -14.7% |
| YTD | -6.7% | +234.2% | -240.9% | -11.3% |
| 1Y | -6.8% | +174.8% | -181.6% | -11.1% |
| 3Y | +34.5% | +104.5% | -70.0% | +27.8% |
| All | +37.2% | -41.3% | +78.4% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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