+13,779.4%
GWW vs PEG
+2,929.1%
+10,850.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -1.5% | +1.0% | -2.6% | -1.9% |
| 30D | +1.1% | -1.9% | +3.0% | +1.7% |
| 3M | -1.0% | -3.7% | +2.7% | +0.2% |
| 6M | +16.3% | -9.4% | +25.7% | +20.0% |
| YTD | +28.5% | -6.0% | +34.5% | +30.7% |
| 1Y | +30.3% | -4.4% | +34.6% | +31.4% |
| 3Y | +91.6% | +33.5% | +58.1% | +69.2% |
| 5Y | +224.0% | +35.7% | +188.2% | +183.4% |
| 10Y | +551.3% | +140.4% | +410.9% | +359.6% |
| All | +13,779.4% | +2,929.1% | +10,850.3% | +4,501.8% |
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