+236.7%
PEG vs ACM
+230.8%
+5.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +0.7% | -3.7% | +4.4% | +1.6% |
| 30D | -2.4% | -11.1% | +8.7% | 0.0% |
| 3M | -4.8% | -8.0% | +3.2% | -3.4% |
| 6M | -10.7% | -29.7% | +19.0% | -3.6% |
| YTD | -6.7% | -29.4% | +22.7% | +0.1% |
| 1Y | -6.8% | -46.4% | +39.6% | +6.8% |
| 3Y | +34.5% | -22.3% | +56.8% | +38.5% |
| 5Y | +35.8% | +4.5% | +31.3% | +27.9% |
| 10Y | +141.7% | +127.6% | +14.1% | +77.1% |
| All | +236.7% | +230.8% | +5.9% | +75.2% |
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