+1,360.9%
BP vs PEG
+2,974.8%
-1,613.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.2% |
| 7D | -6.3% | +2.6% | -8.9% | -7.3% |
| 30D | -3.6% | +3.3% | -6.9% | -5.0% |
| 3M | +5.2% | +1.1% | +4.2% | +4.5% |
| 6M | +5.3% | -1.4% | +6.8% | +5.3% |
| YTD | +33.1% | -4.6% | +37.7% | +34.4% |
| 1Y | +26.3% | -7.2% | +33.5% | +28.9% |
| 3Y | +47.5% | +33.7% | +13.8% | +27.4% |
| 5Y | +106.2% | +40.8% | +65.3% | +71.6% |
| 10Y | +127.0% | +162.8% | -35.9% | +44.6% |
| All | +1,360.9% | +2,974.8% | -1,613.9% | +391.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling