+35.7%
PEG vs GEN
+22.3%
+13.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +1.0% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -1.9% | +2.6% | -4.5% | -2.2% |
| 3M | -3.7% | +15.8% | -19.5% | -5.5% |
| 6M | -9.4% | +33.1% | -42.6% | -12.8% |
| YTD | -6.0% | +11.3% | -17.3% | -7.0% |
| 1Y | -4.4% | +1.7% | -6.0% | -4.0% |
| 3Y | +33.5% | +58.1% | -24.6% | +23.6% |
| 5Y | +35.7% | +20.6% | +15.1% | +26.5% |
| All | +35.7% | +22.3% | +13.4% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling