+1,110.7%
PEG vs BB
+325.0%
+785.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.8% |
| 7D | +2.3% | +9.0% | -6.6% | +2.0% |
| 30D | +6.1% | +7.7% | -1.5% | +5.7% |
| 3M | -0.5% | +4.0% | -4.5% | -0.9% |
| 6M | -3.2% | +46.6% | -49.8% | -5.1% |
| YTD | -4.4% | +140.6% | -145.1% | -8.3% |
| 1Y | -7.4% | +103.1% | -110.5% | -10.6% |
| 3Y | +33.9% | +150.5% | -116.6% | +26.9% |
| 5Y | +42.3% | -15.4% | +57.7% | +38.6% |
| 10Y | +166.4% | +25.4% | +140.9% | +144.9% |
| All | +1,110.7% | +325.0% | +785.7% | +1,067.7% |
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