+152.0%
GE vs PEG
+171.2%
-19.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | -0.5% |
| 7D | +2.7% | +4.5% | -1.9% | +0.2% |
| 30D | +8.1% | +7.5% | +0.5% | +3.8% |
| 3M | -7.9% | +0.8% | -8.7% | -8.5% |
| 6M | +12.9% | 0.0% | +12.9% | +12.4% |
| YTD | +8.2% | -3.0% | +11.2% | +9.2% |
| 1Y | +9.7% | -4.7% | +14.4% | +11.8% |
| 3Y | +266.1% | +36.5% | +229.6% | +199.7% |
| 5Y | +407.4% | +44.4% | +363.0% | +294.4% |
| All | +152.0% | +171.2% | -19.3% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling