+18.4%
BROS vs PEG
+36.9%
-18.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -6.1% | -0.9% | -5.1% | -5.6% |
| 30D | -12.4% | -2.8% | -9.6% | -11.0% |
| 3M | -27.9% | -6.9% | -21.0% | -25.0% |
| 6M | -16.8% | -11.4% | -5.4% | -11.1% |
| YTD | -29.0% | -7.4% | -21.7% | -26.5% |
| 1Y | -33.2% | -8.3% | -24.9% | -30.6% |
| 3Y | +56.8% | +31.5% | +25.2% | +30.9% |
| All | +18.4% | +36.9% | -18.5% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling