-8.3%
PEG vs BBWI
-35.0%
+26.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -0.9% | -8.0% | +7.1% | -0.6% |
| 30D | -2.8% | -6.6% | +3.9% | -2.6% |
| 3M | -6.9% | -2.7% | -4.2% | -6.9% |
| 6M | -11.4% | -12.8% | +1.4% | -11.3% |
| YTD | -7.4% | -10.5% | +3.1% | -7.0% |
| 1Y | -8.3% | -35.3% | +27.1% | -5.8% |
| All | -8.3% | -35.0% | +26.7% | -5.8% |
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