+872.1%
MSFT vs PEG
+148.3%
+723.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -3.5% | -0.9% | -2.6% | -3.2% |
| 30D | -2.1% | -2.8% | +0.7% | -1.2% |
| 3M | +24.2% | -6.9% | +31.1% | +26.9% |
| 6M | +21.9% | -11.4% | +33.3% | +26.2% |
| YTD | +2.5% | -7.4% | +9.9% | +4.2% |
| 1Y | -0.8% | -8.3% | +7.5% | +1.1% |
| 3Y | +50.8% | +31.5% | +19.2% | +30.6% |
| 5Y | +73.5% | +38.0% | +35.6% | +45.6% |
| All | +872.1% | +148.3% | +723.8% | +551.2% |
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