-43.8%
GPN vs PEG
+36.3%
-80.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -4.6% | -0.9% | -3.7% | -4.3% |
| 30D | -0.3% | -3.7% | +3.4% | +1.1% |
| 3M | +35.4% | -7.3% | +42.7% | +39.2% |
| 6M | +21.7% | -10.5% | +32.1% | +26.4% |
| YTD | +14.9% | -7.5% | +22.4% | +16.7% |
| 1Y | +3.2% | -8.7% | +11.9% | +5.2% |
| 3Y | -27.1% | +31.4% | -58.5% | -41.1% |
| All | -43.8% | +36.3% | -80.2% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling