+2,222.5%
MKSI vs PEG
+1,035.2%
+1,187.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | -0.9% | +3.6% | +3.1% |
| 30D | -12.8% | -3.7% | -9.1% | -11.4% |
| 3M | -22.5% | -7.3% | -15.2% | -20.2% |
| 6M | +19.4% | -10.5% | +29.9% | +24.8% |
| YTD | +67.7% | -7.5% | +75.2% | +73.0% |
| 1Y | +131.4% | -8.7% | +140.1% | +140.3% |
| 3Y | +197.3% | +31.4% | +166.0% | +165.4% |
| 5Y | +87.0% | +37.8% | +49.2% | +62.5% |
| 10Y | +522.1% | +148.0% | +374.1% | +321.8% |
| All | +2,222.5% | +1,035.2% | +1,187.3% | +984.4% |
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 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