+2,923.1%
PEG vs AME
+18,783.2%
-15,860.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.6% | -4.1% | +6.7% | +3.5% |
| 30D | +3.3% | -4.1% | +7.5% | +4.1% |
| 3M | +1.1% | -5.6% | +6.7% | +2.2% |
| 6M | -1.4% | +2.8% | -4.3% | -2.6% |
| YTD | -4.6% | +16.6% | -21.2% | -8.8% |
| 1Y | -7.2% | +21.1% | -28.3% | -12.2% |
| 3Y | +33.7% | +61.1% | -27.3% | +16.9% |
| 5Y | +40.8% | +76.6% | -35.7% | +20.0% |
| 10Y | +162.8% | +431.3% | -268.5% | +71.6% |
| All | +2,923.1% | +18,783.2% | -15,860.1% | +1,080.3% |
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