+167.5%
PEG vs GPC
+74.9%
+92.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +4.5% | +0.4% | +4.1% | +4.4% |
| 30D | +7.5% | -6.3% | +13.8% | +9.5% |
| 3M | +0.8% | -8.2% | +9.0% | +3.2% |
| 6M | 0.0% | +27.1% | -27.1% | -7.7% |
| YTD | -3.0% | +3.1% | -6.2% | -5.8% |
| 1Y | -4.7% | +0.1% | -4.8% | -6.6% |
| 3Y | +36.5% | +0.2% | +36.3% | +29.2% |
| 5Y | +44.4% | +4.9% | +39.5% | +32.2% |
| All | +167.5% | +74.9% | +92.6% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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