+9.3%
PCG vs PEG
+43.5%
-34.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +1.2% |
| 7D | +2.2% | +4.5% | -2.3% | -0.8% |
| 30D | +0.8% | +7.5% | -6.8% | -4.0% |
| 3M | -23.8% | +0.8% | -24.6% | -24.3% |
| 6M | -19.6% | 0.0% | -19.6% | -19.6% |
| YTD | -16.7% | -3.0% | -13.7% | -15.2% |
| 1Y | -19.4% | -4.7% | -14.6% | -17.0% |
| 3Y | -18.3% | +36.5% | -54.8% | -34.7% |
| All | +9.3% | +43.5% | -34.1% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling