+212.2%
GLD vs PEG
+155.4%
+56.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.5% | +1.5% |
| 7D | +4.9% | +0.9% | +4.1% | +4.8% |
| 30D | -1.3% | +3.8% | -5.1% | -1.7% |
| 3M | -4.8% | +0.1% | -4.8% | -4.8% |
| 6M | -12.5% | -1.0% | -11.5% | -12.5% |
| YTD | -4.2% | -4.1% | -0.1% | -3.9% |
| 1Y | +3.0% | -6.9% | +9.9% | +3.7% |
| 3Y | +109.1% | +35.6% | +73.5% | +102.9% |
| 5Y | +121.6% | +42.8% | +78.8% | +113.7% |
| 10Y | +212.2% | +160.2% | +52.0% | +168.4% |
| All | +212.2% | +155.4% | +56.8% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling