+38.0%
PEG vs AGI
+389.6%
-351.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.2% |
| 7D | -0.9% | -5.3% | +4.3% | -0.3% |
| 30D | -2.8% | +6.8% | -9.5% | -3.6% |
| 3M | -6.9% | +8.3% | -15.2% | -8.2% |
| 6M | -11.4% | -29.2% | +17.8% | -8.4% |
| YTD | -7.4% | -7.3% | -0.1% | -8.1% |
| 1Y | -8.3% | +8.0% | -16.3% | -11.2% |
| 3Y | +31.5% | +206.6% | -175.0% | +7.1% |
| 5Y | +38.0% | +398.1% | -360.2% | +2.2% |
| All | +38.0% | +389.6% | -351.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling