-16.1%
MCD vs PEG
-5.5%
-10.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -2.0% | +1.0% | -3.1% | -2.2% |
| 30D | -6.1% | -1.9% | -4.3% | -5.8% |
| 3M | -7.3% | -3.7% | -3.6% | -6.6% |
| 6M | -20.9% | -9.4% | -11.5% | -19.7% |
| YTD | -14.7% | -6.0% | -8.7% | -13.4% |
| 1Y | -16.1% | -4.4% | -11.8% | -14.1% |
| All | -16.1% | -5.5% | -10.6% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling