+1,227.8%
BE vs PEG
+33.9%
+1,193.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -1.7% |
| 7D | +23.9% | -0.1% | +24.0% | +24.1% |
| 30D | +27.8% | -1.7% | +29.6% | +29.9% |
| 3M | +3.7% | -6.8% | +10.5% | +8.9% |
| 6M | +78.0% | -11.4% | +89.3% | +95.0% |
| YTD | +209.9% | -7.2% | +217.1% | +225.2% |
| 1Y | +389.6% | -6.1% | +395.7% | +405.6% |
| 3Y | +1,730.6% | +31.8% | +1,698.8% | +1,394.7% |
| 5Y | +1,227.8% | +35.6% | +1,192.2% | +1,022.1% |
| All | +1,227.8% | +33.9% | +1,193.9% | +1,022.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling