+34.5%
PEG vs AHR
+357.7%
-323.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -0.1% | -4.3% | +4.3% | +1.0% |
| 30D | -1.7% | -3.1% | +1.3% | -1.1% |
| 3M | -6.8% | +15.7% | -22.5% | -10.7% |
| 6M | -11.4% | +4.1% | -15.4% | -12.8% |
| YTD | -7.2% | +15.4% | -22.7% | -11.1% |
| 1Y | -6.1% | +28.0% | -34.1% | -12.6% |
| All | +34.5% | +357.7% | -323.2% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling