+2,856.5%
PEG vs GPC
+2,341.8%
+514.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.5% |
| 7D | +0.7% | +1.2% | -0.5% | +0.3% |
| 30D | -2.4% | +6.0% | -8.4% | -4.3% |
| 3M | -4.8% | +42.6% | -47.4% | -15.6% |
| 6M | -10.7% | +22.8% | -33.5% | -17.2% |
| YTD | -6.7% | +15.5% | -22.1% | -12.4% |
| 1Y | -6.8% | +2.0% | -8.9% | -9.2% |
| 3Y | +34.5% | -1.4% | +35.9% | +28.4% |
| 5Y | +35.8% | +30.6% | +5.2% | +16.2% |
| 10Y | +141.7% | +80.6% | +61.1% | +76.3% |
| All | +2,856.5% | +2,341.8% | +514.7% | +882.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling