-34.8%
BROS vs PEG
-7.0%
-27.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -6.7% | +0.7% | -7.4% | -6.9% |
| 30D | -29.1% | -2.4% | -26.6% | -28.6% |
| 3M | -16.7% | -4.8% | -11.9% | -15.8% |
| 6M | -11.6% | -10.7% | -0.9% | -9.3% |
| YTD | -23.9% | -6.7% | -17.2% | -22.6% |
| 1Y | -34.8% | -6.8% | -27.9% | -34.6% |
| All | -34.8% | -7.0% | -27.8% | -34.6% |
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 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