-7.4%
PEG vs AHR
+26.3%
-33.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.1% | 0.0% |
| 7D | +1.0% | +9.5% | -8.4% | -0.9% |
| 30D | +6.6% | +11.7% | -5.1% | +4.0% |
| 3M | -3.1% | +4.0% | -7.1% | -4.0% |
| 6M | -7.4% | +13.5% | -20.9% | -11.1% |
| YTD | -6.4% | +21.6% | -28.0% | -10.8% |
| 1Y | -7.4% | +25.1% | -32.5% | -12.4% |
| All | -7.4% | +26.3% | -33.8% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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