+245.4%
PEG vs ALLY
+98.1%
+147.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -2.4% | -12.6% | +10.2% | 0.0% |
| 6M | -6.9% | -12.4% | +5.6% | -4.8% |
| YTD | -7.2% | -13.2% | +5.9% | -5.4% |
| 1Y | -8.9% | +1.8% | -10.7% | -10.0% |
| 3Y | +27.1% | +58.0% | -30.9% | +12.4% |
| 5Y | +33.8% | -8.4% | +42.2% | +28.0% |
| 10Y | +150.2% | +195.3% | -45.1% | +76.4% |
| All | +245.4% | +98.1% | +147.4% | +149.6% |
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