+30.7%
BP vs PEG
-7.6%
+38.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.2% |
| 7D | +2.5% | +2.3% | +0.2% | +2.5% |
| 30D | -5.6% | +6.1% | -11.7% | -5.7% |
| 3M | +8.0% | -0.5% | +8.6% | +8.2% |
| 6M | +5.7% | -3.2% | +8.8% | +6.1% |
| YTD | +36.8% | -4.4% | +41.3% | +35.2% |
| 1Y | +30.7% | -7.4% | +38.1% | +31.4% |
| All | +30.7% | -7.6% | +38.3% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling