-7.4%
PEG vs BBWI
+2.4%
-9.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.6% | +0.4% |
| 7D | +1.0% | +8.8% | -7.7% | +0.6% |
| 30D | +6.6% | +34.8% | -28.2% | +5.1% |
| 3M | -3.1% | +12.9% | -16.1% | -4.0% |
| 6M | -7.4% | +29.6% | -36.9% | -8.6% |
| YTD | -6.4% | +20.8% | -27.2% | -7.3% |
| 1Y | -7.4% | +4.1% | -11.5% | -8.4% |
| All | -7.4% | +2.4% | -9.8% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling