+143.7%
PEG vs BBWI
-57.7%
+201.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -0.9% | -8.0% | +7.1% | -0.1% |
| 30D | -2.8% | -6.6% | +3.9% | -2.2% |
| 3M | -6.9% | -2.7% | -4.2% | -7.0% |
| 6M | -11.4% | -12.8% | +1.4% | -10.9% |
| YTD | -7.4% | -10.5% | +3.1% | -7.4% |
| 1Y | -8.3% | -35.3% | +27.1% | -5.7% |
| 3Y | +31.5% | -47.7% | +79.3% | +35.2% |
| 5Y | +38.0% | -68.9% | +106.8% | +46.7% |
| All | +143.7% | -57.7% | +201.4% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling