+76.2%
BND vs PEG
+248.0%
-171.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +0.1% | +1.0% | -0.9% | +0.1% |
| 30D | -0.4% | -1.9% | +1.5% | -0.3% |
| 3M | -0.2% | -3.7% | +3.4% | -0.2% |
| 6M | -1.2% | -9.4% | +8.3% | -1.0% |
| YTD | -0.3% | -6.0% | +5.7% | -0.2% |
| 1Y | +0.4% | -4.4% | +4.8% | +0.5% |
| 3Y | +13.4% | +33.5% | -20.1% | +12.8% |
| 5Y | -1.5% | +35.7% | -37.3% | -2.1% |
| 10Y | +15.5% | +140.4% | -125.0% | +14.4% |
| All | +76.2% | +248.0% | -171.8% | +71.0% |
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 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