-6.8%
PEG vs ALC
-10.2%
+3.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.1% |
| 7D | +0.7% | -2.1% | +2.8% | +1.0% |
| 30D | -2.4% | -0.1% | -2.3% | -2.5% |
| 3M | -4.8% | +5.9% | -10.7% | -5.7% |
| 6M | -10.7% | -15.9% | +5.2% | -9.8% |
| YTD | -6.7% | -10.1% | +3.4% | -6.1% |
| 1Y | -6.8% | -10.2% | +3.4% | -7.1% |
| All | -6.8% | -10.2% | +3.3% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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