+1,112.1%
PSX vs PEG
+321.0%
+791.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +4.5% | +0.7% | +3.8% | +4.2% |
| 30D | +26.6% | -2.4% | +29.0% | +27.9% |
| 3M | +39.3% | -4.8% | +44.1% | +41.8% |
| 6M | +56.8% | -10.7% | +67.5% | +63.6% |
| YTD | +101.8% | -6.7% | +108.5% | +105.9% |
| 1Y | +99.6% | -6.8% | +106.5% | +103.2% |
| 3Y | +140.3% | +34.5% | +105.9% | +102.1% |
| 5Y | +339.3% | +35.8% | +303.6% | +259.9% |
| 10Y | +369.9% | +141.7% | +228.1% | +190.9% |
| All | +1,112.1% | +321.0% | +791.1% | +450.0% |
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 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