-2.1%
BROS vs PEG
+43.4%
-45.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.4% | +5.1% | +5.7% |
| 7D | +6.3% | +4.5% | +1.8% | +3.8% |
| 30D | -8.3% | +7.5% | -15.9% | -12.0% |
| 3M | -29.8% | +0.8% | -30.6% | -30.2% |
| 6M | -25.8% | 0.0% | -25.8% | -26.2% |
| YTD | -41.4% | -3.0% | -38.3% | -40.9% |
| 1Y | -35.2% | -4.7% | -30.4% | -33.9% |
| 3Y | +32.8% | +36.5% | -3.7% | +8.6% |
| 5Y | -42.2% | +44.4% | -86.5% | -53.7% |
| All | -2.1% | +43.4% | -45.5% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling