+51.3%
GEV vs PEG
-8.5%
+59.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | -7.9% | -3.7% | -4.2% | -7.1% |
| 3M | +5.6% | -7.3% | +12.9% | +6.6% |
| 6M | +13.1% | -10.5% | +23.5% | +15.5% |
| YTD | +46.7% | -7.5% | +54.2% | +47.5% |
| 1Y | +51.3% | -8.7% | +60.0% | +51.6% |
| All | +51.3% | -8.5% | +59.8% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling