+365.6%
PSX vs PEG
+35.7%
+329.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +2.8% | +1.0% | +1.8% | +2.6% |
| 30D | +27.8% | -1.9% | +29.6% | +28.2% |
| 3M | +42.0% | -3.7% | +45.7% | +43.0% |
| 6M | +58.1% | -9.4% | +67.5% | +61.2% |
| YTD | +105.0% | -6.0% | +111.0% | +106.7% |
| 1Y | +104.9% | -4.4% | +109.3% | +105.3% |
| 3Y | +134.1% | +33.5% | +100.5% | +116.6% |
| All | +365.6% | +35.7% | +329.9% | +339.6% |
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