+1,704.0%
GS vs PEG
+993.1%
+710.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -3.2% | -2.3% | -1.0% | -2.2% |
| 30D | -2.4% | +1.2% | -3.6% | -3.0% |
| 3M | -15.7% | -2.4% | -13.4% | -15.0% |
| 6M | -6.8% | -6.9% | +0.1% | -4.2% |
| YTD | -0.1% | -7.2% | +7.2% | +2.5% |
| 1Y | +12.1% | -8.9% | +21.0% | +15.8% |
| 3Y | +185.8% | +27.1% | +158.7% | +151.6% |
| 5Y | +140.1% | +33.8% | +106.3% | +104.2% |
| 10Y | +505.2% | +150.2% | +355.1% | +279.4% |
| All | +1,704.0% | +993.1% | +710.9% | +744.0% |
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