+19,778.3%
GD vs PEG
+2,909.7%
+16,868.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -3.9% | -0.7% | -3.2% | -3.7% |
| 30D | +8.1% | +1.9% | +6.2% | +7.3% |
| 3M | -6.8% | -2.3% | -4.4% | -6.1% |
| 6M | +3.0% | -6.7% | +9.7% | +5.4% |
| YTD | +7.8% | -6.6% | +14.4% | +9.8% |
| 1Y | +5.8% | -5.3% | +11.1% | +7.2% |
| 3Y | +55.3% | +26.8% | +28.5% | +39.6% |
| 5Y | +96.7% | +34.7% | +62.0% | +71.7% |
| 10Y | +195.4% | +151.8% | +43.5% | +103.9% |
| All | +19,778.3% | +2,909.7% | +16,868.5% | +6,554.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling