+1,335.7%
BP vs PEG
+2,907.1%
-1,571.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +3.9% | +0.7% | +3.2% | +3.7% |
| 30D | +7.6% | -2.4% | +10.1% | +8.6% |
| 3M | +0.7% | -4.8% | +5.5% | +2.4% |
| 6M | +15.5% | -10.7% | +26.2% | +20.2% |
| YTD | +30.8% | -6.7% | +37.5% | +33.6% |
| 1Y | +34.3% | -6.8% | +41.2% | +36.9% |
| 3Y | +35.1% | +34.5% | +0.6% | +16.3% |
| 5Y | +126.8% | +35.8% | +91.1% | +91.8% |
| 10Y | +123.4% | +141.7% | -18.4% | +47.2% |
| All | +1,335.7% | +2,907.1% | -1,571.4% | +388.6% |
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