+163.7%
PEG vs ALLY
+172.1%
-8.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +2.3% | -2.1% | +4.5% | +2.8% |
| 30D | +6.1% | +2.0% | +4.1% | +5.7% |
| 3M | -0.5% | -13.3% | +12.8% | +2.2% |
| 6M | -3.2% | -9.9% | +6.7% | -1.4% |
| YTD | -4.4% | -13.5% | +9.1% | -2.3% |
| 1Y | -7.4% | -2.8% | -4.6% | -7.7% |
| 3Y | +33.9% | +63.4% | -29.5% | +16.3% |
| 5Y | +42.3% | -10.9% | +53.2% | +36.8% |
| All | +163.7% | +172.1% | -8.4% | +82.7% |
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