+2,449.8%
GPN vs PEG
+916.7%
+1,533.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.8% |
| 7D | -6.2% | -1.0% | -5.3% | -5.9% |
| 30D | +1.0% | -2.6% | +3.7% | +2.0% |
| 3M | +36.9% | -7.6% | +44.5% | +41.0% |
| 6M | +16.8% | -12.2% | +28.9% | +22.2% |
| YTD | +13.2% | -8.1% | +21.3% | +15.8% |
| 1Y | +1.4% | -7.0% | +8.4% | +3.0% |
| 3Y | -28.6% | +30.6% | -59.2% | -37.6% |
| 5Y | -47.0% | +34.4% | -81.4% | -54.3% |
| 10Y | +25.2% | +146.5% | -121.3% | -13.4% |
| All | +2,449.8% | +916.7% | +1,533.1% | +1,115.1% |
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