+41.7%
PEG vs ACGL
+173.3%
-131.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +4.5% | +2.2% | +2.3% | +3.9% |
| 30D | +7.5% | +12.3% | -4.8% | +4.4% |
| 3M | +0.8% | +11.8% | -11.0% | -2.1% |
| 6M | 0.0% | +17.5% | -17.4% | -4.3% |
| YTD | -3.0% | +14.3% | -17.3% | -6.9% |
| 1Y | -4.7% | +18.2% | -22.9% | -9.3% |
| 3Y | +36.5% | +33.2% | +3.3% | +24.0% |
| All | +41.7% | +173.3% | -131.6% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling