+160.4%
MS vs PEG
+25.9%
+134.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | -1.6% | -2.3% | +0.7% | -0.7% |
| 30D | -3.8% | +1.2% | -5.0% | -4.3% |
| 3M | -14.6% | -2.4% | -12.2% | -13.9% |
| 6M | -5.1% | -6.9% | +1.8% | -2.8% |
| YTD | +4.5% | -7.2% | +11.7% | +6.2% |
| 1Y | +13.5% | -8.9% | +22.4% | +16.3% |
| 3Y | +160.4% | +27.1% | +133.3% | +138.8% |
| All | +160.4% | +25.9% | +134.5% | +138.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling