+31.4%
PEG vs GTLB
-10.9%
+42.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | -0.9% | -5.7% | +4.8% | -0.9% |
| 30D | -3.7% | +15.1% | -18.9% | -3.8% |
| 3M | -7.3% | +65.5% | -72.7% | -7.6% |
| 6M | -10.5% | +102.9% | -113.4% | -11.1% |
| YTD | -7.5% | +25.2% | -32.7% | -7.0% |
| 1Y | -8.7% | -5.5% | -3.2% | -7.4% |
| 3Y | +31.4% | -10.9% | +42.2% | +29.1% |
| All | +31.4% | -10.9% | +42.3% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling