+1,383.2%
BP vs PEG
+2,958.7%
-1,575.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -0.8% | +1.5% | -2.2% | -1.4% |
| 30D | -3.1% | +5.0% | -8.1% | -5.1% |
| 3M | +6.2% | -0.3% | +6.5% | +6.0% |
| 6M | +4.8% | -2.7% | +7.4% | +5.3% |
| YTD | +35.2% | -5.1% | +40.2% | +36.8% |
| 1Y | +27.4% | -8.3% | +35.7% | +30.7% |
| 3Y | +49.8% | +33.0% | +16.7% | +29.6% |
| 5Y | +109.4% | +41.3% | +68.1% | +74.0% |
| 10Y | +135.7% | +164.5% | -28.8% | +49.7% |
| All | +1,383.2% | +2,958.7% | -1,575.5% | +400.2% |
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