+244.3%
PEG vs ACM
+252.7%
-8.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +2.6% | +6.6% | -4.0% | +0.9% |
| 30D | +3.3% | +19.8% | -16.5% | -1.2% |
| 3M | +1.1% | -3.1% | +4.2% | +1.3% |
| 6M | -1.4% | -11.5% | +10.1% | +0.5% |
| YTD | -4.6% | -24.7% | +20.1% | +0.6% |
| 1Y | -7.2% | -45.1% | +37.8% | +5.8% |
| 3Y | +33.7% | -8.9% | +42.6% | +32.1% |
| 5Y | +40.8% | +5.4% | +35.4% | +32.7% |
| 10Y | +162.8% | +131.1% | +31.7% | +92.3% |
| All | +244.3% | +252.7% | -8.4% | +76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling