+238.9%
PEG vs ALLE
+260.9%
-22.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.4% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -2.4% | -6.8% | +4.4% | -0.5% |
| 3M | -4.8% | +21.0% | -25.8% | -10.2% |
| 6M | -10.7% | +1.1% | -11.8% | -11.5% |
| YTD | -6.7% | -0.5% | -6.1% | -7.5% |
| 1Y | -6.8% | -7.3% | +0.4% | -5.8% |
| 3Y | +34.5% | +42.3% | -7.8% | +17.6% |
| 5Y | +35.8% | +13.5% | +22.3% | +24.7% |
| 10Y | +141.7% | +144.0% | -2.3% | +82.6% |
| All | +238.9% | +260.9% | -22.0% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling