+33.6%
PEG vs BBWI
-22.8%
+56.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +1.5% | -7.7% | +9.2% | +2.0% |
| 30D | +5.0% | +24.8% | -19.8% | +3.5% |
| 3M | -0.3% | +16.2% | -16.5% | -1.5% |
| 6M | -2.7% | +15.8% | -18.5% | -3.9% |
| YTD | -5.1% | +11.4% | -16.5% | -6.4% |
| 1Y | -8.3% | +3.2% | -11.5% | -9.3% |
| All | +33.6% | -22.8% | +56.4% | +34.1% |
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