+167.5%
PEG vs ACM
+132.6%
+34.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.3% |
| 7D | +4.5% | +5.6% | -1.1% | +3.1% |
| 30D | +7.5% | +20.8% | -13.3% | +2.5% |
| 3M | +0.8% | +11.4% | -10.6% | -2.1% |
| 6M | 0.0% | +0.9% | -0.9% | -1.1% |
| YTD | -3.0% | -24.8% | +21.8% | +2.6% |
| 1Y | -4.7% | -46.4% | +41.7% | +10.9% |
| 3Y | +36.5% | -9.2% | +45.7% | +33.8% |
| 5Y | +44.4% | +5.0% | +39.4% | +33.9% |
| All | +167.5% | +132.6% | +34.9% | +95.0% |
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