+7.7%
GEHC vs PEG
+34.9%
-27.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -7.9% | -0.9% | -7.0% | -7.6% |
| 30D | -11.7% | -2.8% | -8.9% | -10.9% |
| 3M | +0.8% | -6.9% | +7.7% | +3.1% |
| 6M | -11.6% | -11.4% | -0.2% | -8.1% |
| YTD | -21.6% | -7.4% | -14.2% | -19.8% |
| 1Y | -15.3% | -8.3% | -7.0% | -13.3% |
| 3Y | -0.5% | +31.5% | -32.0% | -11.3% |
| All | +7.7% | +34.9% | -27.2% | -5.1% |
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