+10.8%
BTDR vs PEG
+32.0%
-21.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -3.2% | -0.9% | -2.3% | -2.5% |
| 30D | +32.7% | -2.8% | +35.4% | +35.1% |
| 3M | -28.4% | -6.9% | -21.5% | -24.6% |
| 6M | +51.7% | -11.4% | +63.1% | +65.6% |
| YTD | +2.9% | -7.4% | +10.2% | +6.0% |
| 1Y | -15.5% | -8.3% | -7.2% | -11.3% |
| All | +10.8% | +32.0% | -21.2% | +23.6% |
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 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