+256.9%
BNY vs PEG
+36.3%
+220.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | -0.2% | -3.7% | +3.6% | +1.3% |
| 3M | +14.9% | -7.3% | +22.2% | +18.1% |
| 6M | +40.0% | -10.5% | +50.5% | +45.5% |
| YTD | +42.0% | -7.5% | +49.5% | +45.1% |
| 1Y | +56.9% | -8.7% | +65.6% | +60.9% |
| 3Y | +289.9% | +31.4% | +258.5% | +232.8% |
| All | +256.9% | +36.3% | +220.6% | +192.8% |
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