+2,971.7%
PEG vs MKC
+3,068.3%
-96.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +1.2% |
| 7D | +4.5% | -3.0% | +7.5% | +5.2% |
| 30D | +7.5% | +4.8% | +2.7% | +6.2% |
| 3M | +0.8% | -12.8% | +13.7% | +4.0% |
| 6M | 0.0% | +5.0% | -5.0% | -1.7% |
| YTD | -3.0% | -29.1% | +26.0% | +4.2% |
| 1Y | -4.7% | -26.4% | +21.6% | +1.4% |
| 3Y | +36.5% | -21.6% | +58.1% | +41.6% |
| 5Y | +44.4% | -35.2% | +79.6% | +55.8% |
| 10Y | +170.2% | +25.6% | +144.6% | +148.9% |
| All | +2,971.7% | +3,068.3% | -96.6% | +1,664.6% |
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