+139,934.1%
MSFT vs PEG
+3,024.2%
+136,909.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.3% |
| 7D | -1.3% | +4.5% | -5.8% | -2.7% |
| 30D | -1.8% | +7.5% | -9.4% | -4.3% |
| 3M | +5.6% | +0.8% | +4.8% | +5.1% |
| 6M | +29.8% | 0.0% | +29.8% | +29.1% |
| YTD | +9.0% | -3.0% | +12.1% | +9.0% |
| 1Y | +4.9% | -4.7% | +9.7% | +5.6% |
| 3Y | +46.2% | +36.5% | +9.7% | +27.6% |
| 5Y | +62.1% | +44.4% | +17.8% | +37.5% |
| 10Y | +899.6% | +170.2% | +729.4% | +564.2% |
| All | +139,934.1% | +3,024.2% | +136,909.9% | +38,800.4% |
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 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