+19,650.5%
GD vs PEG
+2,889.6%
+16,761.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | -5.0% | -2.3% | -2.7% | -4.2% |
| 30D | +8.9% | +1.2% | +7.7% | +8.4% |
| 3M | -8.0% | -2.4% | -5.7% | -7.4% |
| 6M | +2.9% | -6.9% | +9.8% | +5.3% |
| YTD | +7.1% | -7.2% | +14.3% | +9.4% |
| 1Y | +5.9% | -8.9% | +14.8% | +8.9% |
| 3Y | +53.9% | +27.1% | +26.7% | +38.1% |
| 5Y | +95.4% | +33.8% | +61.6% | +71.1% |
| 10Y | +193.5% | +150.2% | +43.3% | +103.1% |
| All | +19,650.5% | +2,889.6% | +16,761.0% | +6,527.9% |
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