+245.9%
PEG vs ACM
+250.7%
-4.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.2% | -1.9% | +2.0% |
| 7D | +0.9% | +6.9% | -6.0% | -0.8% |
| 30D | +3.8% | +19.1% | -15.3% | -0.6% |
| 3M | +0.1% | -6.9% | +7.0% | +1.3% |
| 6M | -1.0% | -12.0% | +11.0% | +1.1% |
| YTD | -4.1% | -25.1% | +21.0% | +1.2% |
| 1Y | -6.9% | -45.4% | +38.6% | +6.4% |
| 3Y | +35.6% | -6.9% | +42.5% | +33.2% |
| 5Y | +42.8% | +3.7% | +39.0% | +35.0% |
| 10Y | +160.2% | +135.8% | +24.4% | +89.4% |
| All | +245.9% | +250.7% | -4.7% | +77.2% |
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