+135.7%
BP vs PEG
+161.7%
-26.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -0.8% | +1.5% | -2.2% | -1.4% |
| 30D | -3.1% | +5.0% | -8.1% | -5.2% |
| 3M | +6.2% | -0.3% | +6.5% | +6.0% |
| 6M | +4.8% | -2.7% | +7.4% | +5.4% |
| YTD | +35.2% | -5.1% | +40.2% | +36.8% |
| 1Y | +27.4% | -8.3% | +35.7% | +30.9% |
| 3Y | +49.8% | +33.0% | +16.7% | +25.4% |
| 5Y | +109.4% | +41.3% | +68.1% | +65.8% |
| 10Y | +135.7% | +164.5% | -28.8% | +53.9% |
| All | +135.7% | +161.7% | -26.0% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling