+66.9%
BROS vs PEG
+32.2%
+34.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.3% |
| 7D | -6.6% | -0.1% | -6.5% | -6.6% |
| 30D | -12.3% | -1.7% | -10.6% | -11.6% |
| 3M | -22.2% | -6.8% | -15.4% | -19.4% |
| 6M | -14.3% | -11.4% | -2.9% | -8.9% |
| YTD | -26.6% | -7.2% | -19.3% | -24.2% |
| 1Y | -31.5% | -6.1% | -25.4% | -30.1% |
| All | +66.9% | +32.2% | +34.7% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling