-21.0%
PCG vs PEG
+25.9%
-46.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -1.6% | -2.3% | +0.7% | -0.1% |
| 30D | +1.4% | +1.2% | +0.2% | +0.5% |
| 3M | -23.4% | -2.4% | -21.0% | -22.2% |
| 6M | -19.4% | -6.9% | -12.5% | -15.6% |
| YTD | -18.5% | -7.2% | -11.3% | -14.6% |
| 1Y | -19.5% | -8.9% | -10.7% | -14.7% |
| 3Y | -21.0% | +27.1% | -48.1% | -35.2% |
| All | -21.0% | +25.9% | -46.9% | -35.2% |
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