+143.4%
PEG vs AZO
+296.8%
-153.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -0.9% | -3.6% | +2.7% | 0.0% |
| 30D | -3.7% | -5.6% | +1.8% | -2.3% |
| 3M | -7.3% | -6.6% | -0.6% | -5.9% |
| 6M | -10.5% | -22.5% | +12.0% | -4.9% |
| YTD | -7.5% | -15.2% | +7.7% | -4.4% |
| 1Y | -8.7% | -33.9% | +25.2% | +0.8% |
| 3Y | +31.4% | +11.8% | +19.6% | +23.0% |
| 5Y | +37.8% | +85.5% | -47.7% | +8.5% |
| All | +143.4% | +296.8% | -153.4% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling