+255.6%
MXL vs PEG
+346.7%
-91.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.7% | +5.3% | +5.6% |
| 7D | +15.5% | +1.0% | +14.4% | +14.8% |
| 30D | -11.3% | -1.9% | -9.4% | -10.4% |
| 3M | -16.1% | -3.7% | -12.4% | -14.9% |
| 6M | +323.0% | -9.4% | +332.5% | +341.2% |
| YTD | +281.5% | -6.0% | +287.5% | +289.4% |
| 1Y | +319.3% | -4.4% | +323.7% | +322.3% |
| 3Y | +189.4% | +33.5% | +155.9% | +142.3% |
| 5Y | +26.0% | +35.7% | -9.8% | +2.8% |
| 10Y | +243.5% | +140.4% | +103.1% | +96.8% |
| All | +255.6% | +346.7% | -91.1% | +23.4% |
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