+42.8%
PEG vs GEN
+27.3%
+15.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | +0.1% | +2.6% | -2.5% | -0.6% |
| 6M | -1.0% | +32.7% | -33.7% | -5.1% |
| YTD | -4.1% | +11.3% | -15.4% | -5.5% |
| 1Y | -6.9% | +17.9% | -24.8% | -9.2% |
| 3Y | +35.6% | +66.3% | -30.7% | +23.6% |
| 5Y | +42.8% | +31.7% | +11.1% | +31.6% |
| All | +42.8% | +27.3% | +15.5% | +31.6% |
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