+568.4%
MA vs PEG
+159.1%
+409.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | +1.8% | +2.6% | -0.8% | +0.7% |
| 30D | +11.8% | +3.3% | +8.5% | +10.2% |
| 3M | +17.2% | +1.1% | +16.1% | +16.4% |
| 6M | +33.4% | -1.4% | +34.8% | +33.7% |
| YTD | +16.1% | -4.6% | +20.7% | +17.2% |
| 1Y | +19.9% | -7.2% | +27.1% | +22.5% |
| 3Y | +70.1% | +33.7% | +36.3% | +41.4% |
| 5Y | +89.6% | +40.8% | +48.8% | +51.1% |
| 10Y | +568.4% | +162.8% | +405.6% | +319.8% |
| All | +568.4% | +159.1% | +409.3% | +319.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling