+42.8%
PEG vs ACM
+3.6%
+39.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.2% | -1.9% | +2.3% |
| 7D | +0.9% | +6.9% | -6.0% | -0.4% |
| 30D | +3.8% | +19.1% | -15.3% | +0.3% |
| 3M | +0.1% | -6.9% | +7.0% | +1.2% |
| 6M | -1.0% | -12.0% | +11.0% | +1.0% |
| YTD | -4.1% | -25.1% | +21.0% | +0.8% |
| 1Y | -6.9% | -45.4% | +38.6% | +6.9% |
| 3Y | +35.6% | -6.9% | +42.5% | +28.6% |
| 5Y | +42.8% | +3.7% | +39.0% | +27.8% |
| All | +42.8% | +3.6% | +39.2% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling