-7.4%
PEG vs ACWI
+14.9%
-22.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +6.6% | -1.6% | +8.2% | +6.9% |
| 3M | -3.1% | -1.3% | -1.8% | -2.9% |
| 6M | -7.4% | +5.8% | -13.2% | -8.6% |
| YTD | -6.4% | +12.7% | -19.2% | -9.4% |
| 1Y | -7.4% | +15.0% | -22.5% | -10.8% |
| All | -7.4% | +14.9% | -22.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling