+35.6%
PEG vs GEN
+63.2%
-27.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +3.8% | +28.2% | -24.4% | +1.8% |
| 3M | +0.1% | +2.6% | -2.5% | -0.4% |
| 6M | -1.0% | +32.7% | -33.7% | -3.8% |
| YTD | -4.1% | +11.3% | -15.4% | -3.8% |
| 1Y | -6.9% | +17.9% | -24.8% | -7.6% |
| 3Y | +35.6% | +66.3% | -30.7% | +23.7% |
| All | +35.6% | +63.2% | -27.6% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling