+100.5%
GD vs PEG
+43.5%
+57.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +2.7% | +4.5% | -1.8% | +1.0% |
| 30D | +8.6% | +7.5% | +1.1% | +5.8% |
| 3M | -7.1% | +0.8% | -7.9% | -7.4% |
| 6M | +7.5% | 0.0% | +7.4% | +7.2% |
| YTD | +9.9% | -3.0% | +13.0% | +10.4% |
| 1Y | +7.6% | -4.7% | +12.3% | +8.7% |
| 3Y | +56.2% | +36.5% | +19.7% | +31.6% |
| All | +100.5% | +43.5% | +57.1% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 5y: compounded portfolio wealth divided by compounded PEG 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…
5y analysis · Full analysis span regression · 6 months rolling