+2,937.3%
PEG vs GEN
+8,591.0%
-5,653.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | +0.1% | +2.6% | -2.5% | -0.3% |
| 6M | -1.0% | +32.7% | -33.7% | -3.2% |
| YTD | -4.1% | +11.3% | -15.4% | -5.4% |
| 1Y | -6.9% | +17.9% | -24.8% | -8.5% |
| 3Y | +35.6% | +66.3% | -30.7% | +29.7% |
| 5Y | +42.8% | +31.7% | +11.1% | +37.9% |
| 10Y | +160.2% | +150.0% | +10.2% | +137.5% |
| All | +2,937.3% | +8,591.0% | -5,653.7% | +2,112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling