+833.3%
PEG vs AGI
+5,381.0%
-4,547.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | +1.0% | +4.4% | -3.3% | +0.8% |
| 30D | -1.9% | +10.0% | -11.8% | -2.5% |
| 3M | -3.7% | +1.7% | -5.4% | -4.0% |
| 6M | -9.4% | -26.8% | +17.4% | -8.2% |
| YTD | -6.0% | -5.3% | -0.7% | -6.3% |
| 1Y | -4.4% | +11.5% | -15.8% | -5.7% |
| 3Y | +33.5% | +212.9% | -179.4% | +23.7% |
| 5Y | +35.7% | +388.8% | -353.0% | +22.0% |
| 10Y | +140.4% | +383.6% | -243.2% | +109.6% |
| All | +833.3% | +5,381.0% | -4,547.7% | +634.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling