Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PEG (Public Service Enterprise Group Incorporated) | -0.23% | 2.77% | 12.68% | 8.87% | 9.48% | 10.16% | 8.23% | … | … |
Data as of 06/05/2026, Common starting date is 05/01/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PEG (Public Service Enterprise Group Incorporated) | 05/01/1986 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.06 | 2.77 | 12.68 | 8.87 | 9.48 | 10.16 | 8.23 | … | … | -0.23 | -1.89 | 42.63 | 3.62 | -5.09 | 18.34 | 2.37 | 17.09 | 4.68 | 21.77 | 17.79 | -2.84 | 34.38 | 9.43 | -2.90 | 8.29 | -0.06 | 19.21 | -38.61 | 50.05 | 3.90 | 27.85 | 21.23 | 40.16 | -21.63 | -11.15 | 44.09 | -10.53 | 29.63 | 21.56 | -7.48 | 19.95 | -13.92 | 7.03 | 9.22 | 15.74 | -6.57 | 24.18 | 7.00 | -8.04 | 16.66 |
| Sharpe Ratio | NA | -0.03 | 0.51 | 0.29 | 0.36 | NA | NA | … | … | -0.28 | -0.22 | 2.05 | 0.00 | -0.27 | 0.97 | 0.05 | 1.17 | 0.18 | 1.69 | 0.93 | -0.13 | 1.78 | 0.62 | -0.21 | 0.37 | -0.01 | 0.70 | -0.78 | 1.73 | 0.02 | 1.16 | 1.18 | 2.01 | -0.63 | -0.49 | 1.32 | -0.77 | 1.35 | 0.96 | -0.64 | 1.01 | -0.88 | 0.35 | 0.48 | 0.80 | -0.62 | 1.28 | 0.10 | -0.38 | 1.12 |
| Standard Deviation(%) | NA | 18.61 | 19.88 | 20.39 | 21.96 | NA | NA | … | … | 19.63 | 21.34 | 19.05 | 19.56 | 23.90 | 18.83 | 40.50 | 13.35 | 18.52 | 12.55 | 18.96 | 22.01 | 19.36 | 15.07 | 14.53 | 22.44 | 19.20 | 27.38 | 50.29 | 27.21 | 20.70 | 22.11 | 17.09 | 19.66 | 35.91 | 28.45 | 30.13 | 18.05 | 19.44 | 18.57 | 17.35 | 15.82 | 19.23 | 13.93 | 13.94 | 14.63 | 19.32 | 14.28 | 20.92 | 32.40 | 19.44 |
| Draw Down(%) | NA | 13.15 | 17.17 | 27.29 | 40.78 | NA | NA | … | … | 11.38 | 13.98 | 11.60 | 15.21 | 27.29 | 9.35 | 39.76 | 9.00 | 10.78 | 7.49 | 14.80 | 14.79 | 16.28 | 13.81 | 13.03 | 14.72 | 12.48 | 26.76 | 50.48 | 13.04 | 17.16 | 16.41 | 17.40 | 10.60 | 52.94 | 23.88 | 26.51 | 21.92 | 14.74 | 19.84 | 19.94 | 9.96 | 21.63 | 13.89 | 12.29 | 6.68 | 21.56 | 7.46 | 17.30 | 29.78 | 16.87 |
| Yield(%) | 0.00 | 3.21 | 3.97 | 3.80 | 4.56 | 5.76 | 2.58 | … | … | 0.83 | 2.96 | 3.90 | 3.67 | 3.26 | 3.66 | 3.34 | 3.70 | 3.53 | 3.96 | 4.24 | 3.72 | 4.72 | 4.66 | 4.46 | 4.31 | 4.08 | 4.43 | 1.34 | 1.75 | 1.71 | 2.20 | 2.51 | 3.27 | 2.51 | 2.31 | 3.17 | 2.72 | 3.39 | 3.91 | 3.50 | 4.06 | 3.44 | 3.54 | 3.71 | 4.02 | 3.08 | 4.23 | 4.08 | 2.42 | 2.11 |
Data as of 06/05/2026, Common starting date is 05/01/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEG (Public Service Enterprise Group Incorporated) |
-10.31%
Nov 2007 – Nov 2010 |
-5.12%
Nov 2007 – Nov 2012 |
2.54%
Aug 1986 – Aug 1996 |
4.94%
Oct 1987 – Oct 2002 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PEG (Public Service Enterprise Group Incorporated) |
33.28%
Oct 2002 – Oct 2005 |
30.02%
Oct 2002 – Oct 2007 |
16.82%
Oct 1997 – Oct 2007 |
12.56%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart