+2,878.2%
PEG vs MKC
+3,364.7%
-486.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | +1.0% | -4.3% | +5.4% | +2.1% |
| 30D | -1.9% | -2.0% | +0.1% | -1.5% |
| 3M | -3.7% | +10.0% | -13.7% | -6.2% |
| 6M | -9.4% | -18.5% | +9.1% | -5.4% |
| YTD | -6.0% | -22.4% | +16.4% | -0.9% |
| 1Y | -4.4% | -23.6% | +19.3% | +1.0% |
| 3Y | +33.5% | -30.4% | +64.0% | +42.7% |
| 5Y | +35.7% | -34.2% | +69.9% | +46.2% |
| 10Y | +140.4% | +26.8% | +113.6% | +120.9% |
| All | +2,878.2% | +3,364.7% | -486.6% | +1,578.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling