+253.4%
PEG vs ALLY
+98.6%
+154.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | +1.5% | -2.8% | +4.2% | +2.0% |
| 30D | +5.0% | +1.9% | +3.1% | +4.6% |
| 3M | -0.3% | -12.1% | +11.8% | +2.0% |
| 6M | -2.7% | -9.0% | +6.3% | -1.2% |
| YTD | -5.1% | -12.9% | +7.8% | -3.3% |
| 1Y | -8.3% | -0.1% | -8.2% | -9.0% |
| 3Y | +33.0% | +64.6% | -31.6% | +16.7% |
| 5Y | +41.3% | -10.1% | +51.4% | +35.7% |
| 10Y | +164.5% | +176.7% | -12.1% | +87.7% |
| All | +253.4% | +98.6% | +154.8% | +155.3% |
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