+164.5%
PEG vs ACWI
+227.3%
-62.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.2% |
| 7D | +1.5% | -0.7% | +2.1% | +1.8% |
| 30D | +5.0% | -2.0% | +7.0% | +6.1% |
| 3M | -0.3% | -2.2% | +1.8% | +0.8% |
| 6M | -2.7% | +1.9% | -4.5% | -4.3% |
| YTD | -5.1% | +12.0% | -17.1% | -12.4% |
| 1Y | -8.3% | +12.5% | -20.8% | -15.6% |
| 3Y | +33.0% | +75.4% | -42.4% | -9.1% |
| 5Y | +41.3% | +61.5% | -20.2% | +0.6% |
| 10Y | +164.5% | +227.1% | -62.6% | +10.6% |
| All | +164.5% | +227.3% | -62.8% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling