+3.5%
MU vs PEG
-7.8%
+11.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +4.7% |
| 7D | -22.0% | -2.3% | -19.7% | -23.0% |
| 30D | -36.6% | +1.2% | -37.8% | -35.9% |
| 3M | -21.7% | -2.4% | -19.4% | -22.5% |
| 6M | +3.5% | -6.9% | +10.4% | +2.8% |
| All | +3.5% | -7.8% | +11.3% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling