-8.7%
PEG vs GEN
+5.1%
-13.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | 0.0% |
| 7D | -0.9% | -1.3% | +0.4% | -1.0% |
| 30D | -3.7% | +6.1% | -9.8% | -3.2% |
| 3M | -7.3% | +27.0% | -34.2% | -5.2% |
| 6M | -10.5% | +43.9% | -54.3% | -6.6% |
| YTD | -7.5% | +13.0% | -20.5% | -2.7% |
| 1Y | -8.7% | +4.0% | -12.8% | +1.7% |
| All | -8.7% | +5.1% | -13.8% | +1.7% |
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