+148.7%
PEG vs ALM
+3,082.3%
-2,933.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.2% |
| 7D | -0.1% | +3.6% | -3.7% | -0.2% |
| 30D | -1.7% | +33.8% | -35.5% | -2.3% |
| 3M | -6.8% | +14.8% | -21.6% | -7.2% |
| 6M | -11.4% | -7.0% | -4.4% | -11.6% |
| YTD | -7.2% | +108.1% | -115.3% | -9.1% |
| 1Y | -6.1% | +313.8% | -319.9% | -9.5% |
| 3Y | +31.8% | +2,227.6% | -2,195.9% | +21.4% |
| 5Y | +35.6% | +956.6% | -921.0% | +26.3% |
| 10Y | +148.7% | +3,082.3% | -2,933.6% | +131.6% |
| All | +148.7% | +3,082.3% | -2,933.6% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling