+4.3%
MSCI vs PEG
-7.0%
+11.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | +0.4% | +0.7% | -0.3% | +0.5% |
| 30D | +0.6% | -2.4% | +3.0% | 0.0% |
| 3M | -7.1% | -4.8% | -2.3% | -8.1% |
| 6M | +0.8% | -10.7% | +11.5% | -2.1% |
| YTD | +1.0% | -6.7% | +7.7% | -1.0% |
| 1Y | +4.3% | -6.8% | +11.2% | +1.4% |
| All | +4.3% | -7.0% | +11.3% | +1.4% |
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 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