+3.1%
BTDR vs PEG
-7.0%
+10.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.1% | +4.0% |
| 7D | +20.0% | +0.7% | +19.3% | +19.8% |
| 30D | +11.9% | -2.4% | +14.4% | +12.9% |
| 3M | -36.9% | -4.8% | -32.1% | -36.5% |
| 6M | +56.5% | -10.7% | +67.2% | +63.8% |
| YTD | +10.4% | -6.7% | +17.1% | +7.9% |
| 1Y | +3.1% | -6.8% | +9.9% | +6.4% |
| All | +3.1% | -7.0% | +10.1% | +6.4% |
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 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