+37.4%
PEG vs BB
-24.3%
+61.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.6% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | -1.9% | -12.4% | +10.5% | -1.2% |
| 3M | -3.7% | -15.3% | +11.6% | -3.3% |
| 6M | -9.4% | +128.8% | -138.2% | -15.1% |
| YTD | -6.0% | +107.7% | -113.6% | -11.4% |
| 1Y | -4.4% | +103.9% | -108.2% | -10.0% |
| 3Y | +33.5% | +72.6% | -39.1% | +24.8% |
| All | +37.4% | -24.3% | +61.7% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling