+37.4%
PEG vs MKC
-33.0%
+70.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | -0.9% | -1.5% | +0.6% | -0.5% |
| 30D | -3.7% | -3.1% | -0.6% | -3.0% |
| 3M | -7.3% | +5.2% | -12.5% | -8.9% |
| 6M | -10.5% | -12.8% | +2.3% | -7.5% |
| YTD | -7.5% | -23.3% | +15.8% | -1.3% |
| 1Y | -8.7% | -24.1% | +15.4% | -2.4% |
| 3Y | +31.4% | -32.1% | +63.5% | +44.6% |
| All | +37.4% | -33.0% | +70.4% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling