+13.7%
MSCI vs PEG
-6.5%
+20.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +1.2% |
| 7D | +1.5% | +0.9% | +0.6% | +1.5% |
| 30D | +14.4% | +3.8% | +10.6% | +14.8% |
| 3M | +15.2% | +0.1% | +15.1% | +14.5% |
| 6M | +11.2% | -1.0% | +12.2% | +10.6% |
| YTD | +13.9% | -4.1% | +18.1% | +11.2% |
| All | +13.7% | -6.5% | +20.2% | +11.4% |
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