+56.9%
PEG vs ALC
+31.8%
+25.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | -2.3% | +4.9% | -7.1% | -3.7% |
| 30D | +1.2% | +19.0% | -17.7% | -3.8% |
| 3M | -2.4% | +7.8% | -10.1% | -4.7% |
| 6M | -6.9% | +14.6% | -21.4% | -11.0% |
| YTD | -7.2% | -4.4% | -2.8% | -7.0% |
| 1Y | -8.9% | +1.4% | -10.3% | -10.4% |
| 3Y | +27.1% | +2.5% | +24.6% | +21.3% |
| 5Y | +33.8% | -10.9% | +44.7% | +31.2% |
| All | +56.9% | +31.8% | +25.1% | +23.9% |
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