+247.5%
PEG vs ALLY
+124.8%
+122.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +0.7% | +3.7% | -3.0% | 0.0% |
| 30D | -2.4% | -2.3% | -0.2% | -2.1% |
| 3M | -4.8% | +3.8% | -8.6% | -5.6% |
| 6M | -10.7% | +9.7% | -20.4% | -12.6% |
| YTD | -6.7% | -1.4% | -5.3% | -7.0% |
| 1Y | -6.8% | +8.2% | -15.1% | -9.1% |
| 3Y | +34.5% | +66.5% | -32.0% | +17.8% |
| 5Y | +35.8% | +1.2% | +34.6% | +27.4% |
| 10Y | +141.7% | +191.4% | -49.7% | +69.0% |
| All | +247.5% | +124.8% | +122.6% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling