+843.8%
PM vs PEG
+238.6%
+605.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -5.2% | -2.3% | -3.0% | -4.3% |
| 30D | +2.7% | +1.2% | +1.5% | +2.2% |
| 3M | +6.1% | -2.4% | +8.5% | +7.1% |
| 6M | +18.0% | -6.9% | +24.9% | +21.4% |
| YTD | +26.6% | -7.2% | +33.8% | +30.2% |
| 1Y | +36.7% | -8.9% | +45.5% | +41.6% |
| 3Y | +146.0% | +27.1% | +118.9% | +116.0% |
| 5Y | +164.1% | +33.8% | +130.3% | +123.6% |
| 10Y | +238.8% | +150.2% | +88.7% | +112.1% |
| All | +843.8% | +238.6% | +605.1% | +356.3% |
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