+30.8%
BIL vs PEG
+255.2%
-224.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | +2.6% | -2.5% | +0.1% |
| 30D | 0.0% | +3.3% | -3.3% | 0.0% |
| 3M | +0.6% | +1.1% | -0.5% | +0.6% |
| 6M | +1.5% | -1.4% | +3.0% | +1.5% |
| YTD | +2.8% | -4.6% | +7.4% | +2.8% |
| 1Y | +3.3% | -7.2% | +10.5% | +3.3% |
| 3Y | +13.4% | +33.7% | -20.3% | +13.5% |
| 5Y | +19.8% | +40.8% | -21.0% | +19.9% |
| 10Y | +25.7% | +162.8% | -137.2% | +26.0% |
| All | +30.8% | +255.2% | -224.5% | +31.4% |
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