+2,417.1%
MSCI vs PEG
+223.1%
+2,194.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | +0.7% | -0.3% | +0.1% |
| 30D | +0.6% | -2.4% | +3.0% | +1.8% |
| 3M | -7.1% | -4.8% | -2.3% | -4.9% |
| 6M | +0.8% | -10.7% | +11.5% | +6.0% |
| YTD | +1.0% | -6.7% | +7.7% | +3.2% |
| 1Y | +4.3% | -6.8% | +11.2% | +6.2% |
| 3Y | +9.9% | +34.5% | -24.5% | -10.0% |
| 5Y | -6.8% | +35.8% | -42.5% | -24.4% |
| 10Y | +614.7% | +141.7% | +472.9% | +307.5% |
| All | +2,417.1% | +223.1% | +2,194.0% | +979.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling