+72.1%
BN vs PEG
+33.9%
+38.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.0% |
| 7D | -1.2% | +1.0% | -2.2% | -1.7% |
| 30D | -10.9% | -1.9% | -9.0% | -10.1% |
| 3M | -11.1% | -3.7% | -7.4% | -9.6% |
| 6M | -4.4% | -9.4% | +5.1% | +0.3% |
| YTD | -14.1% | -6.0% | -8.1% | -12.3% |
| 1Y | -11.1% | -4.4% | -6.7% | -10.4% |
| All | +72.1% | +33.9% | +38.2% | +34.0% |
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