-30.1%
GFS vs PEG
+43.5%
-73.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.1% |
| 7D | +7.4% | +4.5% | +2.9% | +5.9% |
| 30D | -15.3% | +7.5% | -22.8% | -17.3% |
| 3M | -21.1% | +0.8% | -21.9% | -21.4% |
| 6M | -44.5% | 0.0% | -44.5% | -44.7% |
| YTD | +19.2% | -3.0% | +22.3% | +19.6% |
| 1Y | +27.2% | -4.7% | +32.0% | +28.4% |
| 3Y | -20.1% | +36.5% | -56.6% | -30.1% |
| All | -30.1% | +43.5% | -73.6% | -41.0% |
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