+38.1%
PEG vs ALLY
-9.5%
+47.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -2.3% | +0.9% | -3.2% | -2.4% |
| 30D | +1.2% | +3.1% | -1.9% | +0.7% |
| 3M | -2.4% | -12.6% | +10.2% | -0.6% |
| 6M | -6.9% | -12.4% | +5.6% | -5.3% |
| YTD | -7.2% | -13.2% | +5.9% | -5.8% |
| 1Y | -8.9% | +1.8% | -10.7% | -9.7% |
| 3Y | +27.1% | +58.0% | -30.9% | +15.3% |
| All | +38.1% | -9.5% | +47.6% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling