+155.4%
GS vs PEG
+41.4%
+114.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.6% | +2.6% | -1.0% | +0.5% |
| 30D | +1.7% | +3.3% | -1.7% | +0.2% |
| 3M | -11.6% | +1.1% | -12.7% | -12.1% |
| 6M | -1.9% | -1.4% | -0.5% | -1.8% |
| YTD | +5.1% | -4.6% | +9.6% | +6.2% |
| 1Y | +16.4% | -7.2% | +23.6% | +19.3% |
| 3Y | +199.0% | +33.7% | +165.2% | +155.7% |
| All | +155.4% | +41.4% | +114.0% | +106.3% |
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