+71.4%
MSFT vs PEG
+38.2%
+33.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -1.4% | +1.0% | -2.4% | -1.6% |
| 30D | -1.0% | -1.9% | +0.9% | -0.6% |
| 3M | +20.2% | -3.7% | +23.9% | +21.1% |
| 6M | +21.3% | -9.4% | +30.7% | +23.8% |
| YTD | +2.8% | -6.0% | +8.8% | +3.6% |
| 1Y | 0.0% | -4.4% | +4.3% | 0.0% |
| 3Y | +51.2% | +33.5% | +17.7% | +31.8% |
| 5Y | +71.4% | +35.7% | +35.7% | +45.4% |
| All | +71.4% | +38.2% | +33.2% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling