+361.6%
PSX vs PEG
+171.2%
+190.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.1% |
| 7D | +7.8% | +4.5% | +3.3% | +5.8% |
| 30D | -10.9% | +7.5% | -18.4% | -13.7% |
| 3M | +14.5% | +0.8% | +13.6% | +13.8% |
| 6M | +56.1% | 0.0% | +56.1% | +55.2% |
| YTD | +109.6% | -3.0% | +112.6% | +109.9% |
| 1Y | +95.5% | -4.7% | +100.3% | +97.4% |
| 3Y | +156.2% | +36.5% | +119.7% | +111.9% |
| 5Y | +310.0% | +44.4% | +265.6% | +220.3% |
| All | +361.6% | +171.2% | +190.4% | +189.7% |
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