-44.0%
BTDR vs PEG
+44.0%
-88.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.4% | -10.1% | -9.2% |
| 7D | -6.9% | +4.5% | -11.4% | -8.4% |
| 30D | -31.5% | +7.5% | -39.1% | -33.7% |
| 3M | -36.1% | +0.8% | -36.9% | -36.6% |
| 6M | -57.6% | 0.0% | -57.7% | -58.0% |
| YTD | -50.0% | -3.0% | -47.0% | -50.1% |
| 1Y | -49.6% | -4.7% | -44.9% | -49.2% |
| 3Y | +48.5% | +36.5% | +12.1% | +54.5% |
| 5Y | -43.8% | +44.4% | -88.2% | -40.8% |
| All | -44.0% | +44.0% | -88.0% | -41.0% |
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