+26.7%
BTDR vs PEG
+39.6%
-12.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | +22.4% | +1.0% | +21.4% | +21.9% |
| 30D | +16.5% | -1.9% | +18.3% | +17.3% |
| 3M | -31.5% | -3.7% | -27.8% | -30.6% |
| 6M | +74.0% | -9.4% | +83.5% | +80.7% |
| YTD | +13.0% | -6.0% | +19.0% | +14.6% |
| 1Y | -0.2% | -4.4% | +4.1% | +0.9% |
| 3Y | +9.9% | +33.5% | -23.6% | +16.8% |
| 5Y | +28.1% | +35.7% | -7.6% | +36.7% |
| All | +26.7% | +39.6% | -12.9% | +35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling