+64.0%
PEG vs ALC
+30.4%
+33.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.5% |
| 7D | +4.5% | -1.1% | +5.6% | +4.8% |
| 30D | +7.5% | +16.0% | -8.5% | +2.9% |
| 3M | +0.8% | +0.8% | 0.0% | +0.4% |
| 6M | 0.0% | +16.8% | -16.8% | -5.0% |
| YTD | -3.0% | -5.5% | +2.4% | -2.5% |
| 1Y | -4.7% | -5.3% | +0.5% | -4.4% |
| 3Y | +36.5% | +4.1% | +32.4% | +29.5% |
| 5Y | +44.4% | -7.1% | +51.4% | +39.4% |
| All | +64.0% | +30.4% | +33.6% | +29.8% |
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