+15,251.3%
BN vs PEG
+2,907.1%
+12,344.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | -9.5% | -2.4% | -7.1% | -8.6% |
| 3M | -10.4% | -4.8% | -5.6% | -8.7% |
| 6M | -6.4% | -10.7% | +4.3% | -2.2% |
| YTD | -11.9% | -6.7% | -5.2% | -9.8% |
| 1Y | -8.6% | -6.8% | -1.8% | -6.6% |
| 3Y | +77.6% | +34.5% | +43.1% | +56.0% |
| 5Y | +37.0% | +35.8% | +1.3% | +19.9% |
| 10Y | +266.4% | +141.7% | +124.7% | +157.3% |
| All | +15,251.3% | +2,907.1% | +12,344.3% | +6,839.1% |
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