+105.7%
PCG vs PEG
+2,907.1%
-2,801.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | -13.9% | +0.7% | -14.6% | -14.2% |
| 30D | -16.9% | -2.4% | -14.4% | -15.5% |
| 3M | -14.7% | -4.8% | -9.9% | -11.9% |
| 6M | -23.8% | -10.7% | -13.1% | -17.9% |
| YTD | -10.5% | -6.7% | -3.8% | -6.5% |
| 1Y | -5.1% | -6.8% | +1.7% | -0.8% |
| 3Y | -11.6% | +34.5% | -46.1% | -28.2% |
| 5Y | +59.0% | +35.8% | +23.3% | +26.9% |
| 10Y | -75.7% | +141.7% | -217.5% | -86.5% |
| All | +105.7% | +2,907.1% | -2,801.4% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling