+35.7%
PEG vs ACM
+4.8%
+31.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -1.9% | -12.9% | +11.0% | +0.5% |
| 3M | -3.7% | -6.4% | +2.7% | -2.9% |
| 6M | -9.4% | -29.2% | +19.8% | -3.3% |
| YTD | -6.0% | -29.9% | +23.9% | 0.0% |
| 1Y | -4.4% | -47.3% | +42.9% | +9.3% |
| 3Y | +33.5% | -19.6% | +53.1% | +32.6% |
| 5Y | +35.7% | +5.5% | +30.2% | +25.4% |
| All | +35.7% | +4.8% | +31.0% | +25.4% |
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