+1,090.8%
PEG vs BB
+266.8%
+824.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.7% |
| 7D | +1.0% | +0.5% | +0.5% | +1.0% |
| 30D | -1.9% | -12.4% | +10.5% | -1.4% |
| 3M | -3.7% | -15.3% | +11.6% | -3.4% |
| 6M | -9.4% | +128.8% | -138.2% | -12.8% |
| YTD | -6.0% | +107.7% | -113.6% | -9.1% |
| 1Y | -4.4% | +103.9% | -108.2% | -7.6% |
| 3Y | +33.5% | +72.6% | -39.1% | +28.3% |
| 5Y | +35.7% | -24.3% | +60.0% | +32.9% |
| 10Y | +140.4% | +3.1% | +137.3% | +123.0% |
| All | +1,090.8% | +266.8% | +824.0% | +1,056.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling