+561.8%
GWW vs PEG
+148.0%
+413.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -3.4% | -0.9% | -2.5% | -3.0% |
| 30D | -1.9% | -3.7% | +1.8% | -0.4% |
| 3M | -2.4% | -7.3% | +4.9% | +0.6% |
| 6M | +15.7% | -10.5% | +26.2% | +20.8% |
| YTD | +27.6% | -7.5% | +35.1% | +31.0% |
| 1Y | +27.2% | -8.7% | +35.9% | +31.0% |
| 3Y | +89.7% | +31.4% | +58.3% | +61.4% |
| 5Y | +223.9% | +37.8% | +186.1% | +167.4% |
| All | +561.8% | +148.0% | +413.8% | +363.9% |
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