+143.4%
PEG vs BB
+1.6%
+141.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -3.7% | -12.5% | +8.8% | -3.2% |
| 3M | -7.3% | -17.4% | +10.2% | -6.8% |
| 6M | -10.5% | +119.1% | -129.6% | -14.3% |
| YTD | -7.5% | +102.4% | -109.9% | -11.2% |
| 1Y | -8.7% | +98.2% | -106.9% | -12.4% |
| 3Y | +31.4% | +46.9% | -15.6% | +26.0% |
| 5Y | +37.8% | -26.4% | +64.2% | +33.5% |
| All | +143.4% | +1.6% | +141.8% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling