-4.9%
PEG vs GPC
-0.3%
-4.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.0% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -1.9% | -0.4% | -1.5% | -1.9% |
| 3M | -3.7% | +39.2% | -42.9% | -6.6% |
| 6M | -9.4% | +18.2% | -27.7% | -12.1% |
| YTD | -6.0% | +12.1% | -18.1% | -9.6% |
| All | -4.9% | -0.3% | -4.6% | -7.3% |
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