+148.7%
PEG vs ACM
+124.8%
+24.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.6% |
| 7D | -0.1% | -3.7% | +3.6% | +0.8% |
| 30D | -1.7% | -12.7% | +10.9% | +1.1% |
| 3M | -6.8% | -9.8% | +3.0% | -5.0% |
| 6M | -11.4% | -31.4% | +20.0% | -3.7% |
| YTD | -7.2% | -32.1% | +24.9% | +0.5% |
| 1Y | -6.1% | -47.8% | +41.7% | +8.7% |
| 3Y | +31.8% | -22.1% | +53.8% | +34.7% |
| 5Y | +35.6% | +1.8% | +33.8% | +27.1% |
| 10Y | +148.7% | +132.5% | +16.2% | +93.8% |
| All | +148.7% | +124.8% | +24.0% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling