+65.9%
BLK vs PEG
+31.8%
+34.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.3% | -0.9% | -2.4% | -3.0% |
| 30D | -6.5% | -3.7% | -2.8% | -5.4% |
| 3M | +6.7% | -7.3% | +14.0% | +9.2% |
| 6M | +14.7% | -10.5% | +25.2% | +18.6% |
| YTD | +2.5% | -7.5% | +10.0% | +4.5% |
| 1Y | -2.8% | -8.7% | +6.0% | -0.5% |
| 3Y | +65.9% | +31.4% | +34.5% | +47.7% |
| All | +65.9% | +31.8% | +34.1% | +47.7% |
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