+438.8%
GS vs PEG
+171.2%
+267.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.4% |
| 7D | +5.9% | +4.5% | +1.4% | +3.6% |
| 30D | +4.3% | +7.5% | -3.2% | +0.6% |
| 3M | -11.7% | +0.8% | -12.5% | -12.2% |
| 6M | -3.2% | 0.0% | -3.2% | -3.7% |
| YTD | +5.8% | -3.0% | +8.8% | +6.3% |
| 1Y | +16.0% | -4.7% | +20.8% | +17.6% |
| 3Y | +199.8% | +36.5% | +163.3% | +150.1% |
| 5Y | +155.5% | +44.4% | +111.2% | +104.2% |
| All | +438.8% | +171.2% | +267.6% | +276.9% |
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