+763.1%
PM vs PEG
+240.6%
+522.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -4.9% | +0.7% | -5.6% | -5.2% |
| 30D | -3.4% | -2.4% | -1.0% | -2.4% |
| 3M | +5.2% | -4.8% | +10.0% | +7.4% |
| 6M | +3.7% | -10.7% | +14.4% | +8.7% |
| YTD | +15.8% | -6.7% | +22.4% | +18.9% |
| 1Y | +17.4% | -6.8% | +24.2% | +20.4% |
| 3Y | +116.9% | +34.5% | +82.4% | +85.7% |
| 5Y | +117.3% | +35.8% | +81.6% | +82.9% |
| 10Y | +193.8% | +141.7% | +52.0% | +86.7% |
| All | +763.1% | +240.6% | +522.5% | +316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling