-3.2%
PEG vs AME
+4.2%
-7.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | +2.3% | +8.1% | -5.8% | +2.0% |
| 30D | +6.1% | -3.8% | +9.9% | +6.1% |
| 3M | -0.5% | -6.6% | +6.1% | -0.3% |
| 6M | -3.2% | +4.6% | -7.7% | -4.7% |
| All | -3.2% | +4.2% | -7.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 6mo: compounded portfolio wealth divided by compounded AME 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…
6mo analysis · Full analysis span regression · 6 months rolling