+205.6%
GLD vs PEG
+167.4%
+38.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | -5.5% | +2.3% | -7.8% | -5.7% |
| 30D | -7.0% | +6.1% | -13.2% | -7.6% |
| 3M | -12.4% | -0.5% | -11.8% | -12.4% |
| 6M | -18.0% | -3.2% | -14.9% | -17.8% |
| YTD | -10.5% | -4.4% | -6.0% | -10.1% |
| 1Y | -8.1% | -7.4% | -0.7% | -7.5% |
| 3Y | +97.7% | +33.9% | +63.8% | +92.1% |
| 5Y | +103.4% | +42.3% | +61.1% | +96.4% |
| All | +205.6% | +167.4% | +38.3% | +164.4% |
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