+34.0%
BN vs PEG
+43.5%
-9.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -2.5% |
| 7D | -1.0% | +4.5% | -5.5% | -3.5% |
| 30D | +14.0% | +7.5% | +6.4% | +9.2% |
| 3M | -9.0% | +0.8% | -9.9% | -9.6% |
| 6M | -8.8% | 0.0% | -8.9% | -9.2% |
| YTD | -10.3% | -3.0% | -7.2% | -9.7% |
| 1Y | -5.8% | -4.7% | -1.1% | -4.2% |
| 3Y | +94.8% | +36.5% | +58.3% | +51.2% |
| All | +34.0% | +43.5% | -9.5% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling