-7.4%
PEG vs MKC
-18.2%
+10.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.9% | -0.1% |
| 7D | +1.0% | +9.6% | -8.6% | -0.1% |
| 30D | +6.6% | +12.0% | -5.4% | +5.2% |
| 3M | -3.1% | -2.0% | -1.1% | -3.0% |
| 6M | -7.4% | +7.2% | -14.6% | -8.4% |
| YTD | -6.4% | -23.7% | +17.3% | -4.7% |
| 1Y | -7.4% | -18.3% | +10.9% | -5.8% |
| All | -7.4% | -18.2% | +10.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling