+230.7%
GM vs PEG
+317.4%
-86.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.0% | -1.7% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -4.6% | -1.7% | -2.8% | -3.8% |
| 3M | +0.2% | -6.8% | +7.0% | +3.5% |
| 6M | +12.6% | -11.4% | +24.0% | +18.9% |
| YTD | +3.7% | -7.2% | +10.9% | +6.8% |
| 1Y | +45.6% | -6.1% | +51.8% | +48.4% |
| 3Y | +162.0% | +31.8% | +130.2% | +118.8% |
| 5Y | +80.5% | +35.6% | +44.9% | +46.8% |
| 10Y | +231.3% | +148.7% | +82.6% | +92.9% |
| All | +230.7% | +317.4% | -86.7% | +28.9% |
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 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