+12,882.1%
BLK vs PEG
+1,016.8%
+11,865.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.3% | -0.9% | -2.4% | -2.9% |
| 30D | -6.5% | -3.7% | -2.8% | -5.0% |
| 3M | +6.7% | -7.3% | +14.0% | +10.1% |
| 6M | +14.7% | -10.5% | +25.2% | +19.9% |
| YTD | +2.5% | -7.5% | +10.0% | +5.4% |
| 1Y | -2.8% | -8.7% | +6.0% | +0.4% |
| 3Y | +65.9% | +31.4% | +34.5% | +43.8% |
| 5Y | +33.0% | +37.8% | -4.8% | +12.5% |
| 10Y | +281.2% | +148.0% | +133.2% | +146.0% |
| All | +12,882.1% | +1,016.8% | +11,865.3% | +5,974.6% |
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