+33.5%
PEG vs BBWI
-44.4%
+78.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.9% | +0.9% |
| 7D | +1.0% | +1.6% | -0.5% | +0.9% |
| 30D | -1.9% | -6.2% | +4.3% | -1.6% |
| 3M | -3.7% | +4.3% | -8.0% | -4.1% |
| 6M | -9.4% | -7.2% | -2.3% | -9.4% |
| YTD | -6.0% | -3.0% | -3.0% | -6.4% |
| 1Y | -4.4% | -30.8% | +26.4% | -2.7% |
| 3Y | +33.5% | -43.4% | +76.9% | +34.8% |
| All | +33.5% | -44.4% | +78.0% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling