+250.9%
PM vs PEG
+159.1%
+91.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -6.6% | +2.6% | -9.2% | -7.7% |
| 30D | -3.4% | +3.3% | -6.8% | -4.8% |
| 3M | +5.3% | +1.1% | +4.3% | +4.7% |
| 6M | +15.5% | -1.4% | +17.0% | +16.0% |
| YTD | +24.3% | -4.6% | +28.8% | +26.2% |
| 1Y | +29.7% | -7.2% | +36.9% | +33.3% |
| 3Y | +144.9% | +33.7% | +111.2% | +107.9% |
| 5Y | +159.0% | +40.8% | +118.2% | +111.0% |
| 10Y | +250.9% | +162.8% | +88.1% | +110.7% |
| All | +250.9% | +159.1% | +91.8% | +110.7% |
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