+160.2%
PEG vs ALLY
+201.0%
-40.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.1% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +3.8% | +3.4% | +0.4% | +3.1% |
| 3M | +0.1% | -11.1% | +11.1% | +2.3% |
| 6M | -1.0% | -11.5% | +10.5% | +1.1% |
| YTD | -4.1% | -12.3% | +8.2% | -2.3% |
| 1Y | -6.9% | +1.1% | -8.0% | -7.9% |
| 3Y | +35.6% | +64.8% | -29.2% | +17.6% |
| 5Y | +42.8% | -6.9% | +49.6% | +35.8% |
| 10Y | +160.2% | +194.9% | -34.7% | +85.2% |
| All | +160.2% | +201.0% | -40.8% | +85.2% |
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