+272.5%
PM vs PEG
+171.2%
+101.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.3% | +0.6% |
| 7D | +0.5% | +4.5% | -4.0% | -1.4% |
| 30D | -3.2% | +7.5% | -10.8% | -6.2% |
| 3M | +6.2% | +0.8% | +5.4% | +5.7% |
| 6M | +7.7% | 0.0% | +7.7% | +7.4% |
| YTD | +27.3% | -3.0% | +30.3% | +28.4% |
| 1Y | +32.8% | -4.7% | +37.5% | +34.9% |
| 3Y | +150.0% | +36.5% | +113.5% | +110.4% |
| 5Y | +164.2% | +44.4% | +119.9% | +112.9% |
| All | +272.5% | +171.2% | +101.2% | +122.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling