+7,924.2%
BNY vs PEG
+2,880.5%
+5,043.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -1.3% | -0.9% | -0.4% | -0.9% |
| 30D | -0.2% | -3.7% | +3.6% | +1.7% |
| 3M | +14.9% | -7.3% | +22.2% | +19.1% |
| 6M | +40.0% | -10.5% | +50.5% | +47.1% |
| YTD | +42.0% | -7.5% | +49.5% | +46.2% |
| 1Y | +56.9% | -8.7% | +65.6% | +62.3% |
| 3Y | +289.9% | +31.4% | +258.5% | +229.1% |
| 5Y | +259.2% | +37.8% | +221.4% | +192.3% |
| 10Y | +413.3% | +148.0% | +265.3% | +195.2% |
| All | +7,924.2% | +2,880.5% | +5,043.6% | +1,152.4% |
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