+56.9%
PEG vs ALC
+20.4%
+36.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -0.1% | -5.3% | +5.2% | +1.5% |
| 30D | -1.7% | -7.1% | +5.3% | +0.3% |
| 3M | -6.8% | +0.8% | -7.6% | -7.3% |
| 6M | -11.4% | -16.0% | +4.6% | -7.3% |
| YTD | -7.2% | -12.7% | +5.5% | -4.3% |
| 1Y | -6.1% | -12.8% | +6.7% | -3.4% |
| 3Y | +31.8% | -15.8% | +47.6% | +34.2% |
| 5Y | +35.6% | -16.7% | +52.3% | +35.4% |
| All | +56.9% | +20.4% | +36.5% | +27.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling