-7.2%
PEG vs GPC
+2.1%
-9.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +3.3% | -1.8% | +5.1% | +3.5% |
| 3M | +1.1% | -6.6% | +7.7% | +1.7% |
| 6M | -1.4% | +21.3% | -22.8% | -3.8% |
| YTD | -4.6% | +4.3% | -8.8% | -8.9% |
| 1Y | -7.2% | +3.3% | -10.5% | -11.6% |
| All | -7.2% | +2.1% | -9.3% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling