+236.9%
PEG vs ALLE
+327.3%
-90.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | +1.2% | +25.3% | -24.1% | -5.2% |
| 3M | -2.4% | +10.3% | -12.6% | -5.3% |
| 6M | -6.9% | +38.0% | -44.9% | -15.6% |
| YTD | -7.2% | +17.8% | -25.0% | -12.5% |
| 1Y | -8.9% | +13.6% | -22.5% | -13.2% |
| 3Y | +27.1% | +89.2% | -62.1% | +2.0% |
| 5Y | +33.8% | +51.1% | -17.3% | +12.8% |
| 10Y | +150.2% | +228.1% | -78.0% | +75.8% |
| All | +236.9% | +327.3% | -90.4% | +125.7% |
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