+35.7%
PEG vs ALM
+1,033.0%
-997.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.8% | -8.1% | +0.6% |
| 7D | +1.0% | +8.4% | -7.4% | +0.9% |
| 30D | -1.9% | +34.8% | -36.7% | -2.4% |
| 3M | -3.7% | +16.2% | -19.9% | -4.1% |
| 6M | -9.4% | +2.1% | -11.6% | -9.8% |
| YTD | -6.0% | +117.0% | -123.0% | -7.7% |
| 1Y | -4.4% | +313.9% | -318.2% | -7.3% |
| 3Y | +33.5% | +2,327.9% | -2,294.4% | +24.9% |
| 5Y | +35.7% | +1,040.6% | -1,004.9% | +28.8% |
| All | +35.7% | +1,033.0% | -997.3% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling