+88.4%
GWW vs PEG
+32.0%
+56.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.1% | -0.9% | -2.2% | -3.0% |
| 30D | -2.3% | -2.8% | +0.4% | -1.8% |
| 3M | -3.3% | -6.9% | +3.6% | -2.0% |
| 6M | +15.4% | -11.4% | +26.8% | +18.1% |
| YTD | +26.7% | -7.4% | +34.1% | +28.3% |
| 1Y | +29.0% | -8.3% | +37.2% | +30.7% |
| All | +88.4% | +32.0% | +56.5% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling