+162.8%
PEG vs GPC
+85.0%
+77.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +3.3% | -1.8% | +5.1% | +3.7% |
| 3M | +1.1% | -6.6% | +7.7% | +2.9% |
| 6M | -1.4% | +21.3% | -22.8% | -7.8% |
| YTD | -4.6% | +4.3% | -8.8% | -7.6% |
| 1Y | -7.2% | +3.3% | -10.5% | -9.9% |
| 3Y | +33.7% | +0.8% | +33.0% | +26.5% |
| 5Y | +40.8% | +7.4% | +33.4% | +28.0% |
| 10Y | +162.8% | +79.2% | +83.6% | +84.6% |
| All | +162.8% | +85.0% | +77.8% | +84.6% |
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