+779.7%
MSCI vs PEG
+155.4%
+624.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.7% |
| 7D | +1.5% | +0.9% | +0.6% | +1.0% |
| 30D | +14.4% | +3.8% | +10.6% | +12.4% |
| 3M | +15.2% | +0.1% | +15.1% | +14.9% |
| 6M | +11.2% | -1.0% | +12.2% | +11.2% |
| YTD | +13.9% | -4.1% | +18.1% | +14.6% |
| 1Y | +12.5% | -6.9% | +19.4% | +14.7% |
| 3Y | +32.3% | +35.6% | -3.4% | +7.4% |
| 5Y | +4.9% | +42.8% | -37.9% | -17.8% |
| 10Y | +779.7% | +160.2% | +619.5% | +405.7% |
| All | +779.7% | +155.4% | +624.3% | +405.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling