+164.5%
PEG vs ACGL
+329.5%
-164.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.5% | -1.4% | +2.8% | +1.9% |
| 30D | +5.0% | +12.4% | -7.4% | +0.8% |
| 3M | -0.3% | +11.1% | -11.4% | -4.0% |
| 6M | -2.7% | +16.3% | -19.0% | -8.0% |
| YTD | -5.1% | +13.8% | -18.9% | -9.9% |
| 1Y | -8.3% | +20.4% | -28.7% | -14.7% |
| 3Y | +33.0% | +33.6% | -0.5% | +16.7% |
| 5Y | +41.3% | +176.8% | -135.6% | -8.9% |
| 10Y | +164.5% | +324.6% | -160.0% | +52.9% |
| All | +164.5% | +329.5% | -164.9% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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