+36.5%
PEG vs ALLY
+65.3%
-28.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +4.5% | +0.4% | +4.1% | +4.5% |
| 30D | +7.5% | +5.2% | +2.3% | +6.9% |
| 3M | +0.8% | -13.3% | +14.2% | +2.5% |
| 6M | 0.0% | -6.7% | +6.7% | +0.7% |
| YTD | -3.0% | -12.8% | +9.8% | -1.7% |
| 1Y | -4.7% | +0.7% | -5.4% | -5.4% |
| 3Y | +36.5% | +65.2% | -28.7% | +24.5% |
| All | +36.5% | +65.3% | -28.9% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling