+140.1%
BP vs PEG
+167.4%
-27.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.9% |
| 7D | +2.5% | +2.3% | +0.2% | +1.5% |
| 30D | -5.6% | +6.1% | -11.7% | -8.0% |
| 3M | +8.0% | -0.5% | +8.6% | +8.0% |
| 6M | +5.7% | -3.2% | +8.8% | +6.5% |
| YTD | +36.8% | -4.4% | +41.3% | +38.1% |
| 1Y | +30.7% | -7.4% | +38.1% | +33.8% |
| 3Y | +51.6% | +33.9% | +17.7% | +26.6% |
| 5Y | +112.2% | +42.3% | +69.9% | +67.5% |
| All | +140.1% | +167.4% | -27.3% | +55.5% |
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