+23.0%
MMM vs PEG
-6.2%
+29.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +9.0% | +9.4% |
| 7D | +12.2% | +1.0% | +11.2% | +12.0% |
| 30D | +18.8% | +6.6% | +12.2% | +17.4% |
| 3M | +7.4% | -3.1% | +10.5% | +8.0% |
| 6M | +38.3% | -7.4% | +45.7% | +40.1% |
| YTD | +22.9% | -6.4% | +29.3% | +25.8% |
| 1Y | +23.0% | -7.4% | +30.4% | +25.9% |
| All | +23.0% | -6.2% | +29.2% | +25.9% |
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