+371.1%
GH vs PEG
+91.2%
+279.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.5% | -2.7% |
| 7D | +0.6% | +4.5% | -4.0% | -1.5% |
| 30D | -6.9% | +7.5% | -14.5% | -10.1% |
| 3M | -4.9% | +0.8% | -5.8% | -5.7% |
| 6M | +54.1% | 0.0% | +54.0% | +52.9% |
| YTD | +48.5% | -3.0% | +51.6% | +49.2% |
| 1Y | +61.2% | -4.7% | +65.9% | +63.3% |
| 3Y | +570.3% | +36.5% | +533.9% | +468.7% |
| 5Y | +46.1% | +44.4% | +1.8% | +20.2% |
| All | +371.1% | +91.2% | +279.9% | +259.6% |
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