+2,937.3%
PEG vs GPC
+2,122.0%
+815.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +2.6% |
| 7D | +0.9% | +0.8% | 0.0% | +0.6% |
| 30D | +3.8% | -1.1% | +4.9% | +4.0% |
| 3M | +0.1% | -6.6% | +6.7% | +2.0% |
| 6M | -1.0% | +22.2% | -23.2% | -8.0% |
| YTD | -4.1% | +5.1% | -9.2% | -7.5% |
| 1Y | -6.9% | +2.8% | -9.7% | -9.6% |
| 3Y | +35.6% | +2.4% | +33.3% | +27.8% |
| 5Y | +42.8% | +7.8% | +35.0% | +30.2% |
| 10Y | +160.2% | +87.2% | +73.0% | +86.9% |
| All | +2,937.3% | +2,122.0% | +815.3% | +938.4% |
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