+417.9%
GE vs PEG
+33.9%
+384.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | -1.2% | -0.1% | -1.2% | -1.2% |
| 30D | -11.3% | -1.7% | -9.5% | -10.6% |
| 3M | -1.4% | -6.8% | +5.4% | +1.6% |
| 6M | +1.2% | -11.4% | +12.6% | +6.7% |
| YTD | +5.9% | -7.2% | +13.2% | +9.1% |
| 1Y | +18.4% | -6.1% | +24.5% | +21.0% |
| 3Y | +271.0% | +31.8% | +239.2% | +225.5% |
| 5Y | +417.9% | +35.6% | +382.3% | +348.8% |
| All | +417.9% | +33.9% | +384.0% | +348.8% |
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 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