+84.3%
MKSI vs PEG
+36.3%
+48.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +2.7% | -0.9% | +3.6% | +3.2% |
| 30D | -12.8% | -3.7% | -9.1% | -10.9% |
| 3M | -22.5% | -7.3% | -15.2% | -19.3% |
| 6M | +19.4% | -10.5% | +29.9% | +26.9% |
| YTD | +67.7% | -7.5% | +75.2% | +74.9% |
| 1Y | +131.4% | -8.7% | +140.1% | +143.2% |
| 3Y | +197.3% | +31.4% | +166.0% | +160.3% |
| All | +84.3% | +36.3% | +48.0% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling