+57.4%
PEG vs BBIO
+136.7%
-79.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.9% | -3.2% | +2.3% | -0.8% |
| 30D | -3.7% | -13.6% | +9.9% | -3.2% |
| 3M | -7.3% | +7.2% | -14.5% | -7.6% |
| 6M | -10.5% | +1.5% | -12.0% | -10.7% |
| YTD | -7.5% | -5.3% | -2.2% | -7.6% |
| 1Y | -8.7% | +37.7% | -46.4% | -10.3% |
| 3Y | +31.4% | +153.9% | -122.5% | +24.7% |
| 5Y | +37.8% | +43.9% | -6.1% | +28.0% |
| All | +57.4% | +136.7% | -79.3% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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