+428.1%
WMT vs PEG
+148.0%
+280.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | -7.4% | -3.7% | -3.7% | -6.5% |
| 3M | -10.9% | -7.3% | -3.6% | -9.0% |
| 6M | -12.7% | -10.5% | -2.2% | -10.2% |
| YTD | -3.2% | -7.5% | +4.3% | -1.4% |
| 1Y | +5.3% | -8.7% | +14.0% | +7.5% |
| 3Y | +101.9% | +31.4% | +70.5% | +85.0% |
| 5Y | +134.6% | +37.8% | +96.8% | +111.0% |
| All | +428.1% | +148.0% | +280.1% | +312.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling