+134.0%
BP vs PEG
+148.3%
-14.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +5.7% | -0.9% | +6.6% | +6.1% |
| 30D | +8.1% | -2.8% | +10.8% | +9.3% |
| 3M | +8.6% | -6.9% | +15.5% | +11.8% |
| 6M | +18.1% | -11.4% | +29.5% | +23.8% |
| YTD | +37.6% | -7.4% | +45.0% | +41.1% |
| 1Y | +39.4% | -8.3% | +47.7% | +43.1% |
| 3Y | +40.1% | +31.5% | +8.5% | +17.9% |
| 5Y | +141.3% | +38.0% | +103.4% | +93.6% |
| All | +134.0% | +148.3% | -14.3% | +48.1% |
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