+260.9%
PEG vs ALM
+3,525.2%
-3,264.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.5% |
| 7D | +1.5% | -7.2% | +8.6% | +1.5% |
| 30D | +5.0% | -26.4% | +31.3% | +5.1% |
| 3M | -0.3% | -38.6% | +38.3% | -0.2% |
| 6M | -2.7% | -61.0% | +58.3% | -2.4% |
| YTD | -5.1% | -7.4% | +2.3% | -5.2% |
| 1Y | -8.3% | +14.0% | -22.2% | -8.4% |
| 3Y | +33.0% | +844.4% | -811.4% | +31.8% |
| 5Y | +41.3% | +410.8% | -369.5% | +40.0% |
| 10Y | +164.5% | +2,084.7% | -1,920.2% | +160.5% |
| All | +260.9% | +3,525.2% | -3,264.4% | +249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling