+87.3%
PCG vs PEG
+2,889.6%
-2,802.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.5% |
| 5Y | +13.7% | +33.8% | -20.0% | -8.3% |
| 10Y | -77.2% | +150.2% | -227.3% | -87.5% |
| All | +87.3% | +2,889.6% | -2,802.2% | -78.7% |
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