+163.7%
PEG vs BBWI
-48.2%
+211.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.0% |
| 7D | +2.3% | -4.5% | +6.9% | +2.8% |
| 30D | +6.1% | +17.1% | -11.0% | +4.4% |
| 3M | -0.5% | +17.5% | -18.0% | -2.4% |
| 6M | -3.2% | +12.8% | -16.0% | -5.0% |
| YTD | -4.4% | +8.2% | -12.6% | -6.4% |
| 1Y | -7.4% | -1.8% | -5.6% | -8.9% |
| 3Y | +33.9% | -25.8% | +59.7% | +32.6% |
| 5Y | +42.3% | -68.0% | +110.3% | +51.4% |
| All | +163.7% | -48.2% | +211.9% | +116.9% |
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