+122.9%
MS vs PEG
+43.5%
+79.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.1% |
| 7D | +5.1% | +4.5% | +0.6% | +3.1% |
| 30D | +5.7% | +7.5% | -1.9% | +2.3% |
| 3M | -12.2% | +0.8% | -13.0% | -12.6% |
| 6M | -0.5% | 0.0% | -0.5% | -1.0% |
| YTD | +9.8% | -3.0% | +12.9% | +10.0% |
| 1Y | +17.7% | -4.7% | +22.5% | +18.9% |
| 3Y | +176.8% | +36.5% | +140.3% | +131.5% |
| All | +122.9% | +43.5% | +79.4% | +77.7% |
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