+143.4%
PEG vs GNRC
+448.8%
-305.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -0.5% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -3.7% | -15.7% | +12.0% | -1.8% |
| 3M | -7.3% | -27.3% | +20.1% | -4.2% |
| 6M | -10.5% | -12.1% | +1.6% | -10.1% |
| YTD | -7.5% | +37.1% | -44.6% | -12.7% |
| 1Y | -8.7% | -0.5% | -8.3% | -10.6% |
| 3Y | +31.4% | +61.5% | -30.2% | +18.1% |
| 5Y | +37.8% | -58.6% | +96.3% | +44.5% |
| All | +143.4% | +448.8% | -305.5% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling