+41.7%
PEG vs ALLE
+51.6%
-9.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +4.5% | +3.6% | +0.9% | +3.6% |
| 30D | +7.5% | +25.9% | -18.3% | +1.5% |
| 3M | +0.8% | +15.8% | -14.9% | -2.9% |
| 6M | 0.0% | +48.1% | -48.1% | -9.8% |
| YTD | -3.0% | +22.0% | -25.0% | -8.6% |
| 1Y | -4.7% | +18.0% | -22.8% | -9.5% |
| 3Y | +36.5% | +93.1% | -56.6% | +10.0% |
| All | +41.7% | +51.6% | -9.9% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling