+31.4%
PEG vs GDDY
+30.8%
+0.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | -0.9% | -3.2% | +2.3% | -0.7% |
| 30D | -3.7% | +6.8% | -10.5% | -4.2% |
| 3M | -7.3% | +30.5% | -37.7% | -9.1% |
| 6M | -10.5% | +13.3% | -23.8% | -11.6% |
| YTD | -7.5% | -21.0% | +13.5% | -4.8% |
| 1Y | -8.7% | -34.0% | +25.3% | -3.8% |
| 3Y | +31.4% | +33.1% | -1.7% | +28.6% |
| All | +31.4% | +30.8% | +0.6% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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