+707.7%
BE vs PEG
+93.1%
+614.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -4.2% |
| 7D | +20.5% | +2.3% | +18.2% | +18.3% |
| 30D | -23.4% | +6.1% | -29.5% | -27.7% |
| 3M | -14.9% | -0.5% | -14.3% | -14.6% |
| 6M | -28.1% | -3.2% | -24.9% | -26.8% |
| YTD | +132.4% | -4.4% | +136.8% | +138.1% |
| 1Y | +59.4% | -7.4% | +66.7% | +68.7% |
| 3Y | +1,815.8% | +33.9% | +1,781.9% | +1,391.2% |
| 5Y | +491.3% | +42.3% | +449.0% | +330.0% |
| All | +707.7% | +93.1% | +614.6% | +380.0% |
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 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