+410.2%
GE vs PEG
+41.8%
+368.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +5.4% | +2.6% | +2.8% | +4.2% |
| 30D | +9.6% | +3.3% | +6.3% | +8.0% |
| 3M | -7.7% | +1.1% | -8.8% | -8.3% |
| 6M | +14.0% | -1.4% | +15.5% | +14.4% |
| YTD | +10.2% | -4.6% | +14.7% | +11.9% |
| 1Y | +8.9% | -7.2% | +16.1% | +12.1% |
| 3Y | +273.7% | +33.7% | +239.9% | +225.5% |
| 5Y | +410.2% | +40.8% | +369.4% | +321.2% |
| All | +410.2% | +41.8% | +368.4% | +321.2% |
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