+606.9%
GEV vs PEG
+18.6%
+588.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.7% |
| 7D | -1.9% | -0.9% | -1.0% | -1.1% |
| 30D | -8.7% | -2.8% | -5.9% | -6.6% |
| 3M | +6.6% | -6.9% | +13.5% | +11.9% |
| 6M | +10.2% | -11.4% | +21.6% | +20.6% |
| YTD | +41.6% | -7.4% | +49.0% | +47.8% |
| 1Y | +43.9% | -8.3% | +52.2% | +50.5% |
| All | +606.9% | +18.6% | +588.3% | +508.8% |
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