-76.5%
PCG vs PEG
+167.4%
-243.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.5% |
| 7D | -2.0% | +2.3% | -4.3% | -3.7% |
| 30D | -2.7% | +6.1% | -8.8% | -7.1% |
| 3M | -25.1% | -0.5% | -24.6% | -24.9% |
| 6M | -22.3% | -3.2% | -19.1% | -20.5% |
| YTD | -18.5% | -4.4% | -14.1% | -16.0% |
| 1Y | -21.8% | -7.4% | -14.5% | -17.5% |
| 3Y | -21.0% | +33.9% | -55.0% | -38.7% |
| 5Y | +8.1% | +42.3% | -34.2% | -21.5% |
| All | -76.5% | +167.4% | -243.9% | -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