+29,154.7%
WM vs PEG
+2,909.7%
+26,245.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | +4.5% | -0.7% | +5.2% | +4.8% |
| 30D | +16.1% | +1.9% | +14.2% | +15.3% |
| 3M | +8.0% | -2.3% | +10.4% | +8.8% |
| 6M | +8.4% | -6.7% | +15.1% | +10.8% |
| YTD | +11.2% | -6.6% | +17.8% | +13.4% |
| 1Y | +22.3% | -5.3% | +27.6% | +24.1% |
| 3Y | +50.2% | +26.8% | +23.4% | +36.2% |
| 5Y | +63.3% | +34.7% | +28.6% | +44.1% |
| 10Y | +355.0% | +151.8% | +203.2% | +223.2% |
| All | +29,154.7% | +2,909.7% | +26,245.0% | +8,809.4% |
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