+14.1%
BIL vs PEG
+32.0%
-17.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +0.3% | -2.8% | +3.0% | +0.3% |
| 3M | +0.9% | -6.9% | +7.8% | +0.9% |
| 6M | +1.8% | -11.4% | +13.2% | +1.8% |
| YTD | +2.5% | -7.4% | +9.9% | +2.5% |
| 1Y | +3.7% | -8.3% | +12.0% | +3.7% |
| All | +14.1% | +32.0% | -17.9% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling