+33.2%
BP vs PEG
-5.8%
+39.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.9% |
| 7D | +3.8% | +4.5% | -0.7% | +3.7% |
| 30D | -5.3% | +7.5% | -12.8% | -5.4% |
| 3M | +9.3% | +0.8% | +8.4% | +9.4% |
| 6M | +7.2% | 0.0% | +7.2% | +7.3% |
| YTD | +38.0% | -3.0% | +41.1% | +36.3% |
| 1Y | +33.2% | -4.7% | +37.9% | +32.9% |
| All | +33.2% | -5.8% | +39.0% | +32.9% |
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 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