+164.5%
PEG vs ALLE
+212.2%
-47.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.8% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +5.0% | +27.4% | -22.4% | -2.6% |
| 3M | -0.3% | +13.8% | -14.2% | -4.5% |
| 6M | -2.7% | +45.5% | -48.1% | -13.9% |
| YTD | -5.1% | +21.4% | -26.5% | -11.7% |
| 1Y | -8.3% | +15.4% | -23.6% | -13.3% |
| 3Y | +33.0% | +91.7% | -58.7% | +4.0% |
| 5Y | +41.3% | +54.5% | -13.2% | +16.5% |
| 10Y | +164.5% | +210.5% | -46.0% | +95.4% |
| All | +164.5% | +212.2% | -47.6% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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