+378.1%
PSX vs PEG
+148.0%
+230.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.7% | -0.9% | +2.6% | +2.1% |
| 30D | +15.6% | -3.7% | +19.4% | +17.5% |
| 3M | +46.5% | -7.3% | +53.7% | +51.1% |
| 6M | +55.0% | -10.5% | +65.5% | +61.7% |
| YTD | +105.3% | -7.5% | +112.8% | +110.3% |
| 1Y | +101.6% | -8.7% | +110.3% | +107.2% |
| 3Y | +134.1% | +31.4% | +102.8% | +97.0% |
| 5Y | +368.7% | +37.8% | +330.9% | +274.5% |
| All | +378.1% | +148.0% | +230.1% | +204.3% |
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 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