+4,524.1%
MU vs PEG
+167.4%
+4,356.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +21.6% | +2.3% | +19.3% | +20.5% |
| 30D | -16.2% | +6.1% | -22.4% | -18.5% |
| 3M | -12.4% | -0.5% | -11.9% | -12.5% |
| 6M | +4.2% | -3.2% | +7.3% | +4.7% |
| YTD | +180.0% | -4.4% | +184.4% | +182.0% |
| 1Y | +226.4% | -7.4% | +233.8% | +233.5% |
| 3Y | +969.7% | +33.9% | +935.8% | +838.8% |
| 5Y | +957.9% | +42.3% | +915.6% | +790.4% |
| All | +4,524.1% | +167.4% | +4,356.7% | +3,209.6% |
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