-6.8%
PEG vs ACM
-45.8%
+38.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.2% |
| 7D | +0.7% | -3.7% | +4.4% | +0.7% |
| 30D | -2.4% | -11.1% | +8.7% | -2.5% |
| 3M | -4.8% | -8.0% | +3.2% | -4.8% |
| 6M | -10.7% | -29.7% | +19.0% | -10.3% |
| YTD | -6.7% | -29.4% | +22.7% | -6.5% |
| 1Y | -6.8% | -46.4% | +39.6% | -5.3% |
| All | -6.8% | -45.8% | +38.9% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling