+140.4%
PEG vs ALLY
+178.4%
-38.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.4% |
| 7D | +1.0% | +1.0% | 0.0% | +0.8% |
| 30D | -1.9% | -3.3% | +1.4% | -1.3% |
| 3M | -3.7% | +0.5% | -4.1% | -3.9% |
| 6M | -9.4% | +12.6% | -22.0% | -11.9% |
| YTD | -6.0% | -4.7% | -1.3% | -5.7% |
| 1Y | -4.4% | +5.2% | -9.6% | -6.3% |
| 3Y | +33.5% | +66.5% | -33.0% | +15.7% |
| 5Y | +35.7% | +0.2% | +35.5% | +27.1% |
| 10Y | +140.4% | +180.8% | -40.4% | +70.1% |
| All | +140.4% | +178.4% | -38.0% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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