+10.3%
GLXY vs PEG
-3.0%
+13.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.3% | -5.7% | -6.6% |
| 7D | +4.5% | -0.1% | +4.6% | +4.6% |
| 30D | +28.8% | -1.7% | +30.6% | +29.5% |
| 3M | -23.0% | -6.8% | -16.3% | -21.5% |
| 6M | +17.0% | -11.4% | +28.4% | +22.0% |
| YTD | +12.5% | -7.2% | +19.7% | +15.0% |
| 1Y | -5.4% | -6.1% | +0.7% | -3.1% |
| All | +10.3% | -3.0% | +13.3% | +24.8% |
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