+405.5%
GH vs PEG
+82.9%
+322.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.7% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -2.6% | -1.7% | -0.9% | -1.9% |
| 3M | +25.1% | -6.8% | +31.9% | +28.9% |
| 6M | +78.5% | -11.4% | +89.8% | +88.3% |
| YTD | +59.4% | -7.2% | +66.6% | +64.1% |
| 1Y | +173.9% | -6.1% | +180.0% | +179.9% |
| 3Y | +382.7% | +31.8% | +351.0% | +317.9% |
| 5Y | +24.4% | +35.6% | -11.2% | +5.6% |
| All | +405.5% | +82.9% | +322.6% | +295.5% |
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