+148.7%
PEG vs GPC
+83.6%
+65.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | -1.7% | +1.3% | -3.0% | -2.2% |
| 3M | -6.8% | +37.1% | -43.9% | -15.6% |
| 6M | -11.4% | +23.2% | -34.6% | -17.4% |
| YTD | -7.2% | +13.1% | -20.3% | -12.1% |
| 1Y | -6.1% | +0.9% | -7.0% | -8.0% |
| 3Y | +31.8% | -0.8% | +32.6% | +25.9% |
| 5Y | +35.6% | +31.1% | +4.5% | +15.2% |
| 10Y | +148.7% | +87.4% | +61.3% | +74.9% |
| All | +148.7% | +83.6% | +65.1% | +74.9% |
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