+605.8%
MSCI vs PEG
+145.3%
+460.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.1% |
| 7D | -2.1% | +1.0% | -3.1% | -2.6% |
| 30D | -1.7% | -1.9% | +0.1% | -0.9% |
| 3M | -8.2% | -3.7% | -4.6% | -6.8% |
| 6M | -2.4% | -9.4% | +7.0% | +1.5% |
| YTD | -2.8% | -6.0% | +3.2% | -1.2% |
| 1Y | -2.7% | -4.4% | +1.7% | -2.4% |
| 3Y | +7.3% | +33.5% | -26.2% | -12.3% |
| 5Y | -11.4% | +35.7% | -47.2% | -28.7% |
| 10Y | +605.8% | +140.4% | +465.4% | +312.6% |
| All | +605.8% | +145.3% | +460.5% | +312.6% |
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