-7.4%
PEG vs ALLE
+14.3%
-21.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +2.3% | +1.6% | +0.8% | +2.1% |
| 30D | +6.1% | +24.1% | -17.9% | +3.5% |
| 3M | -0.5% | +14.8% | -15.3% | -2.3% |
| 6M | -3.2% | +45.9% | -49.0% | -7.4% |
| YTD | -4.4% | +20.7% | -25.2% | -9.3% |
| 1Y | -7.4% | +14.2% | -21.6% | -11.2% |
| All | -7.4% | +14.3% | -21.7% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling