+2,040.2%
PEG vs ACGL
+4,429.2%
-2,389.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +0.7% | -0.7% | +1.4% | +0.9% |
| 30D | -2.4% | -1.0% | -1.4% | -2.2% |
| 3M | -4.8% | +11.0% | -15.8% | -7.1% |
| 6M | -10.7% | -0.3% | -10.4% | -10.8% |
| YTD | -6.7% | +2.3% | -9.0% | -7.5% |
| 1Y | -6.8% | +6.4% | -13.2% | -8.6% |
| 3Y | +34.5% | +34.0% | +0.5% | +24.2% |
| 5Y | +35.8% | +161.6% | -125.9% | +7.0% |
| 10Y | +141.7% | +278.6% | -136.8% | +73.8% |
| All | +2,040.2% | +4,429.2% | -2,389.0% | +1,084.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling