+2,856.5%
PEG vs AME
+18,709.1%
-15,852.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.5% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -2.4% | -6.7% | +4.3% | -0.8% |
| 3M | -4.8% | +4.1% | -8.9% | -5.9% |
| 6M | -10.7% | +1.6% | -12.3% | -11.3% |
| YTD | -6.7% | +16.1% | -22.8% | -10.5% |
| 1Y | -6.8% | +27.3% | -34.2% | -12.8% |
| 3Y | +34.5% | +50.9% | -16.4% | +19.8% |
| 5Y | +35.8% | +81.4% | -45.6% | +15.2% |
| 10Y | +141.7% | +417.0% | -275.2% | +59.2% |
| All | +2,856.5% | +18,709.1% | -15,852.6% | +1,058.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling