+143.7%
PEG vs GEN
+157.3%
-13.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -0.9% | -4.4% | +3.4% | -0.5% |
| 30D | -2.8% | +3.7% | -6.5% | -3.2% |
| 3M | -6.9% | +22.2% | -29.2% | -9.0% |
| 6M | -11.4% | +38.9% | -50.3% | -14.9% |
| YTD | -7.4% | +11.9% | -19.3% | -8.8% |
| 1Y | -8.3% | +4.5% | -12.8% | -9.0% |
| 3Y | +31.5% | +59.0% | -27.4% | +23.5% |
| 5Y | +38.0% | +22.0% | +16.0% | +31.7% |
| All | +143.7% | +157.3% | -13.6% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling