+6,923.6%
MCK vs PEG
+2,303.1%
+4,620.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | +0.4% | -3.7% | +4.1% | +1.6% |
| 3M | +12.1% | -7.3% | +19.4% | +14.7% |
| 6M | -5.4% | -10.5% | +5.0% | -2.2% |
| YTD | +7.8% | -7.5% | +15.3% | +10.1% |
| 1Y | +22.9% | -8.7% | +31.7% | +26.1% |
| 3Y | +110.7% | +31.4% | +79.4% | +88.8% |
| 5Y | +346.2% | +37.8% | +308.4% | +289.8% |
| 10Y | +440.1% | +148.0% | +292.1% | +282.1% |
| All | +6,923.6% | +2,303.1% | +4,620.6% | +2,943.3% |
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