+31.7%
PEG vs GAP
+108.0%
-76.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.2% | -1.1% |
| 7D | -0.1% | -3.2% | +3.1% | +0.1% |
| 30D | -1.7% | -0.7% | -1.0% | -1.8% |
| 3M | -6.8% | -0.5% | -6.3% | -6.9% |
| 6M | -11.4% | -5.0% | -6.4% | -11.4% |
| YTD | -7.2% | -14.7% | +7.4% | -6.9% |
| 1Y | -6.1% | -8.6% | +2.5% | -6.3% |
| All | +31.7% | +108.0% | -76.2% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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