+513.2%
MA vs PEG
+136.9%
+376.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.4% |
| 7D | -3.5% | -1.0% | -2.5% | -3.1% |
| 30D | +0.8% | -2.6% | +3.4% | +1.9% |
| 3M | +14.8% | -7.6% | +22.4% | +18.6% |
| 6M | +10.0% | -12.2% | +22.1% | +15.8% |
| YTD | -0.1% | -8.1% | +8.0% | +2.6% |
| 1Y | -2.2% | -7.0% | +4.8% | -0.5% |
| 3Y | +39.3% | +30.6% | +8.7% | +16.9% |
| 5Y | +66.3% | +34.4% | +32.0% | +35.6% |
| 10Y | +513.2% | +146.5% | +366.8% | +289.5% |
| All | +513.2% | +136.9% | +376.4% | +289.5% |
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