+15,614.6%
MA vs PEG
+398.7%
+15,215.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +2.3% | -2.3% | +4.6% | +3.4% |
| 30D | +14.7% | +1.2% | +13.5% | +14.0% |
| 3M | +13.5% | -2.4% | +15.9% | +14.5% |
| 6M | +33.1% | -6.9% | +40.0% | +36.9% |
| YTD | +15.1% | -7.2% | +22.3% | +17.7% |
| 1Y | +18.7% | -8.9% | +27.6% | +22.4% |
| 3Y | +72.1% | +27.1% | +45.0% | +47.7% |
| 5Y | +92.8% | +33.8% | +59.0% | +59.1% |
| 10Y | +571.6% | +150.2% | +421.5% | +296.0% |
| All | +15,614.6% | +398.7% | +15,215.9% | +6,456.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling