-6.8%
PEG vs GEN
+5.4%
-12.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | -0.3% |
| 7D | +0.7% | -1.2% | +1.9% | +0.6% |
| 30D | -2.4% | +10.1% | -12.6% | -1.5% |
| 3M | -4.8% | +16.1% | -20.9% | -3.5% |
| 6M | -10.7% | +38.9% | -49.5% | -6.7% |
| YTD | -6.7% | +14.4% | -21.1% | -2.0% |
| 1Y | -6.8% | +5.9% | -12.7% | -0.4% |
| All | -6.8% | +5.4% | -12.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling