+89.9%
PEG vs ACI
+25.9%
+64.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -2.4% | +5.9% | -8.3% | -2.9% |
| 3M | -4.8% | -19.8% | +15.0% | -3.4% |
| 6M | -10.7% | -24.7% | +14.1% | -9.0% |
| YTD | -6.7% | -24.4% | +17.7% | -5.0% |
| 1Y | -6.8% | -31.5% | +24.7% | -4.4% |
| 3Y | +34.5% | -38.7% | +73.2% | +38.9% |
| 5Y | +35.8% | -42.8% | +78.6% | +39.2% |
| All | +89.9% | +25.9% | +64.0% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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