+125.1%
PM vs PEG
+38.2%
+86.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -1.3% | +1.0% | -2.3% | -1.6% |
| 30D | -2.6% | -1.9% | -0.7% | -1.9% |
| 3M | +5.8% | -3.7% | +9.5% | +7.1% |
| 6M | +10.6% | -9.4% | +20.0% | +14.0% |
| YTD | +17.2% | -6.0% | +23.2% | +19.3% |
| 1Y | +17.6% | -4.4% | +22.0% | +19.0% |
| 3Y | +124.3% | +33.5% | +90.7% | +96.4% |
| 5Y | +125.1% | +35.7% | +89.3% | +93.0% |
| All | +125.1% | +38.2% | +86.8% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling