+42.7%
MKSI vs PEG
-6.2%
+48.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.5% | -5.2% |
| 7D | -10.7% | +1.0% | -11.7% | -11.3% |
| 30D | -30.5% | +6.6% | -37.1% | -33.3% |
| 3M | -39.2% | -3.1% | -36.0% | -37.7% |
| 6M | -33.0% | -7.4% | -25.7% | -30.2% |
| YTD | +22.3% | -6.4% | +28.8% | +25.1% |
| 1Y | +42.7% | -7.4% | +50.1% | +48.4% |
| All | +42.7% | -6.2% | +48.9% | +48.4% |
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