+643.2%
GEV vs PEG
+20.4%
+622.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.5% |
| 7D | +8.1% | +1.0% | +7.1% | +7.2% |
| 30D | -1.9% | -1.9% | 0.0% | -0.4% |
| 3M | +4.1% | -3.7% | +7.7% | +5.9% |
| 6M | +23.2% | -9.4% | +32.6% | +32.3% |
| YTD | +48.9% | -6.0% | +54.9% | +53.5% |
| 1Y | +62.2% | -4.4% | +66.6% | +62.7% |
| All | +643.2% | +20.4% | +622.8% | +532.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling