+163.1%
GH vs PEG
-7.0%
+170.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -0.1% | +0.7% | -0.8% | -0.2% |
| 30D | -1.1% | -2.4% | +1.4% | -0.4% |
| 3M | +21.3% | -4.8% | +26.1% | +22.3% |
| 6M | +73.5% | -10.7% | +84.2% | +79.0% |
| YTD | +58.0% | -6.7% | +64.7% | +59.9% |
| 1Y | +163.1% | -6.8% | +169.9% | +171.2% |
| All | +163.1% | -7.0% | +170.0% | +171.2% |
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 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