+8,919.3%
WMT vs PEG
+2,929.1%
+5,990.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.2% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | -5.0% | -1.9% | -3.1% | -4.4% |
| 3M | -11.3% | -3.7% | -7.6% | -10.4% |
| 6M | -13.8% | -9.4% | -4.4% | -11.5% |
| YTD | -4.2% | -6.0% | +1.8% | -2.8% |
| 1Y | +4.6% | -4.4% | +8.9% | +5.5% |
| 3Y | +100.5% | +33.5% | +67.0% | +82.3% |
| 5Y | +129.7% | +35.7% | +93.9% | +106.3% |
| 10Y | +423.4% | +140.4% | +283.0% | +288.5% |
| All | +8,919.3% | +2,929.1% | +5,990.2% | +2,031.5% |
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 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