-76.7%
PCG vs PEG
+155.4%
-232.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | -1.2% |
| 7D | -1.1% | +0.9% | -1.9% | -1.8% |
| 30D | +0.1% | +3.8% | -3.7% | -2.9% |
| 3M | -24.4% | +0.1% | -24.5% | -24.6% |
| 6M | -17.7% | -1.0% | -16.7% | -17.1% |
| YTD | -17.4% | -4.1% | -13.3% | -15.1% |
| 1Y | -19.4% | -6.9% | -12.5% | -15.3% |
| 3Y | -18.6% | +35.6% | -54.2% | -37.4% |
| 5Y | +10.2% | +42.8% | -32.5% | -20.1% |
| 10Y | -76.7% | +160.2% | -236.9% | -89.0% |
| All | -76.7% | +155.4% | -232.1% | -89.0% |
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 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