+162.8%
PEG vs ALLE
+217.2%
-54.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +3.3% | +25.9% | -22.6% | -3.9% |
| 3M | +1.1% | +14.9% | -13.8% | -3.4% |
| 6M | -1.4% | +42.1% | -43.6% | -12.2% |
| YTD | -4.6% | +20.4% | -25.0% | -11.0% |
| 1Y | -7.2% | +14.9% | -22.1% | -12.2% |
| 3Y | +33.7% | +90.1% | -56.4% | +4.8% |
| 5Y | +40.8% | +53.0% | -12.2% | +16.5% |
| 10Y | +162.8% | +208.8% | -46.0% | +93.8% |
| All | +162.8% | +217.2% | -54.4% | +93.8% |
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