+1,129.2%
PSX vs PEG
+328.2%
+801.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | -0.4% | +1.5% | -1.8% | -1.0% |
| 30D | -8.1% | +5.0% | -13.1% | -10.1% |
| 3M | +15.9% | -0.3% | +16.2% | +15.8% |
| 6M | +49.4% | -2.7% | +52.0% | +50.2% |
| YTD | +104.7% | -5.1% | +109.7% | +106.9% |
| 1Y | +89.1% | -8.3% | +97.4% | +94.1% |
| 3Y | +151.7% | +33.0% | +118.7% | +113.1% |
| 5Y | +298.3% | +41.3% | +257.0% | +220.1% |
| 10Y | +357.1% | +164.5% | +192.5% | +172.8% |
| All | +1,129.2% | +328.2% | +801.0% | +452.7% |
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 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