+59.0%
PEG vs ALC
+21.6%
+37.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.3% |
| 7D | +1.0% | -3.7% | +4.7% | +2.1% |
| 30D | -1.9% | -3.7% | +1.9% | -0.9% |
| 3M | -3.7% | +4.6% | -8.2% | -5.2% |
| 6M | -9.4% | -14.6% | +5.2% | -5.8% |
| YTD | -6.0% | -11.9% | +5.9% | -3.3% |
| 1Y | -4.4% | -13.1% | +8.8% | -1.5% |
| 3Y | +33.5% | -15.0% | +48.5% | +35.6% |
| 5Y | +35.7% | -16.2% | +51.9% | +35.4% |
| All | +59.0% | +21.6% | +37.4% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling