+15,786.9%
BN vs PEG
+2,979.7%
+12,807.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -0.3% | +2.3% | -2.6% | -1.2% |
| 30D | +13.6% | +6.1% | +7.4% | +10.9% |
| 3M | -6.7% | -0.5% | -6.1% | -6.5% |
| 6M | -9.0% | -3.2% | -5.8% | -7.9% |
| YTD | -8.8% | -4.4% | -4.4% | -7.6% |
| 1Y | -10.6% | -7.4% | -3.2% | -8.3% |
| 3Y | +98.8% | +33.9% | +64.8% | +74.8% |
| 5Y | +33.6% | +42.3% | -8.7% | +14.8% |
| 10Y | +298.3% | +166.4% | +132.0% | +170.3% |
| All | +15,786.9% | +2,979.7% | +12,807.2% | +7,008.9% |
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