+298.3%
PSX vs PEG
+40.7%
+257.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.3% |
| 7D | -0.4% | +1.5% | -1.8% | -0.7% |
| 30D | -8.1% | +5.0% | -13.1% | -9.1% |
| 3M | +15.9% | -0.3% | +16.2% | +15.9% |
| 6M | +49.4% | -2.7% | +52.0% | +49.8% |
| YTD | +104.7% | -5.1% | +109.7% | +105.8% |
| 1Y | +89.1% | -8.3% | +97.4% | +91.8% |
| 3Y | +151.7% | +33.0% | +118.7% | +132.1% |
| 5Y | +298.3% | +41.3% | +257.0% | +247.0% |
| All | +298.3% | +40.7% | +257.7% | +247.0% |
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