+894.4%
MSFT vs PEG
+161.7%
+732.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | -6.2% | +1.5% | -7.7% | -6.7% |
| 30D | -3.7% | +5.0% | -8.7% | -5.3% |
| 3M | +3.6% | -0.3% | +4.0% | +3.6% |
| 6M | +26.8% | -2.7% | +29.5% | +27.3% |
| YTD | +8.4% | -5.1% | +13.5% | +9.2% |
| 1Y | +3.3% | -8.3% | +11.5% | +5.3% |
| 3Y | +44.3% | +33.0% | +11.2% | +24.6% |
| 5Y | +63.3% | +41.3% | +22.1% | +35.9% |
| 10Y | +894.4% | +164.5% | +729.8% | +550.4% |
| All | +894.4% | +161.7% | +732.7% | +550.4% |
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 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