-75.2%
PCG vs PEG
+145.3%
-220.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.1% |
| 7D | +5.4% | +1.0% | +4.4% | +4.6% |
| 30D | -15.1% | -1.9% | -13.2% | -13.9% |
| 3M | -9.8% | -3.7% | -6.1% | -7.2% |
| 6M | -18.0% | -9.4% | -8.6% | -11.7% |
| YTD | -7.2% | -6.0% | -1.3% | -3.0% |
| 1Y | +2.9% | -4.4% | +7.2% | +6.0% |
| 3Y | -11.1% | +33.5% | -44.6% | -30.8% |
| 5Y | +61.8% | +35.7% | +26.0% | +22.0% |
| 10Y | -75.2% | +140.4% | -215.6% | -87.9% |
| All | -75.2% | +145.3% | -220.5% | -87.9% |
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