+343.8%
PEG vs GNRC
+2,020.8%
-1,677.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.1% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | -2.8% | -15.8% | +13.1% | -1.0% |
| 3M | -6.9% | -24.0% | +17.1% | -4.6% |
| 6M | -11.4% | -13.8% | +2.4% | -10.9% |
| YTD | -7.4% | +33.2% | -40.6% | -11.7% |
| 1Y | -8.3% | -1.8% | -6.5% | -9.8% |
| 3Y | +31.5% | +57.7% | -26.2% | +20.2% |
| 5Y | +38.0% | -59.7% | +97.7% | +42.1% |
| 10Y | +148.3% | +430.7% | -282.4% | +83.9% |
| All | +343.8% | +2,020.8% | -1,677.0% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling