+16.5%
BTDR vs PEG
+35.4%
-19.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -3.2% | -0.9% | -2.3% | -2.8% |
| 30D | +32.7% | -2.8% | +35.4% | +34.0% |
| 3M | -28.4% | -6.9% | -21.5% | -26.3% |
| 6M | +51.7% | -11.4% | +63.1% | +59.1% |
| YTD | +2.9% | -7.4% | +10.2% | +4.9% |
| 1Y | -15.5% | -8.3% | -7.2% | -12.9% |
| 3Y | 0.0% | +31.5% | -31.5% | +7.1% |
| 5Y | +16.5% | +38.0% | -21.5% | +25.3% |
| All | +16.5% | +35.4% | -19.0% | +25.3% |
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