+231.1%
GM vs PEG
+148.0%
+83.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.4% | -0.9% | -1.6% | -2.0% |
| 30D | -1.1% | -3.7% | +2.6% | +0.7% |
| 3M | +6.1% | -7.3% | +13.4% | +10.0% |
| 6M | +15.0% | -10.5% | +25.4% | +20.9% |
| YTD | +6.0% | -7.5% | +13.5% | +9.3% |
| 1Y | +47.1% | -8.7% | +55.8% | +52.1% |
| 3Y | +170.5% | +31.4% | +139.1% | +123.5% |
| 5Y | +80.5% | +37.8% | +42.7% | +43.4% |
| All | +231.1% | +148.0% | +83.1% | +110.9% |
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