+181.3%
MS vs PEG
+34.5%
+146.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | +0.7% | +0.7% | +1.1% |
| 30D | -0.3% | -2.4% | +2.2% | +0.6% |
| 3M | +0.3% | -4.8% | +5.1% | +1.9% |
| 6M | +31.3% | -10.7% | +42.0% | +36.6% |
| YTD | +24.7% | -6.7% | +31.3% | +26.5% |
| 1Y | +47.9% | -6.8% | +54.8% | +50.0% |
| All | +181.3% | +34.5% | +146.8% | +151.1% |
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