+256.9%
BN vs PEG
+148.3%
+108.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.1% |
| 7D | -5.9% | -0.9% | -5.0% | -5.4% |
| 30D | -15.1% | -2.8% | -12.3% | -13.7% |
| 3M | -14.6% | -6.9% | -7.6% | -11.0% |
| 6M | -8.4% | -11.4% | +3.0% | -2.0% |
| YTD | -16.8% | -7.4% | -9.4% | -13.8% |
| 1Y | -14.4% | -8.3% | -6.1% | -11.0% |
| 3Y | +70.1% | +31.5% | +38.6% | +39.4% |
| 5Y | +33.5% | +38.0% | -4.4% | +5.5% |
| All | +256.9% | +148.3% | +108.6% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling