+57.8%
PEG vs ALC
+24.0%
+33.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.5% |
| 7D | +0.7% | -2.1% | +2.8% | +1.3% |
| 30D | -2.4% | -0.1% | -2.3% | -2.5% |
| 3M | -4.8% | +5.9% | -10.7% | -6.6% |
| 6M | -10.7% | -15.9% | +5.2% | -6.6% |
| YTD | -6.7% | -10.1% | +3.4% | -4.6% |
| 1Y | -6.8% | -10.2% | +3.4% | -5.0% |
| 3Y | +34.5% | -13.6% | +48.0% | +35.9% |
| 5Y | +35.8% | -15.1% | +50.9% | +35.0% |
| All | +57.8% | +24.0% | +33.8% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling