+160.2%
PEG vs ALLE
+233.6%
-73.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.6% | +2.5% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | +3.8% | +26.6% | -22.8% | -3.5% |
| 3M | +0.1% | +13.2% | -13.1% | -3.9% |
| 6M | -1.0% | +42.9% | -43.9% | -11.9% |
| YTD | -4.1% | +21.0% | -25.2% | -10.7% |
| 1Y | -6.9% | +15.2% | -22.0% | -11.9% |
| 3Y | +35.6% | +95.6% | -60.0% | +5.4% |
| 5Y | +42.8% | +53.4% | -10.7% | +18.1% |
| 10Y | +160.2% | +221.5% | -61.3% | +88.6% |
| All | +160.2% | +233.6% | -73.4% | +88.6% |
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