+1,710.5%
GS vs PEG
+1,000.5%
+710.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -6.3% | -0.7% | -5.6% | -6.0% |
| 30D | -3.1% | +1.9% | -5.1% | -4.1% |
| 3M | -17.7% | -2.3% | -15.3% | -16.9% |
| 6M | -4.6% | -6.7% | +2.1% | -2.0% |
| YTD | +0.3% | -6.6% | +6.9% | +2.5% |
| 1Y | +11.7% | -5.3% | +17.0% | +13.4% |
| 3Y | +183.6% | +26.8% | +156.7% | +149.9% |
| 5Y | +141.0% | +34.7% | +106.3% | +104.3% |
| 10Y | +507.4% | +151.8% | +355.6% | +279.7% |
| All | +1,710.5% | +1,000.5% | +710.0% | +744.5% |
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