+41.3%
PEG vs BBWI
-67.2%
+108.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 3M | -0.3% | +16.2% | -16.5% | -1.6% |
| 6M | -2.7% | +15.8% | -18.5% | -4.1% |
| YTD | -5.1% | +11.4% | -16.5% | -6.5% |
| 1Y | -8.3% | +3.2% | -11.5% | -9.5% |
| 3Y | +33.0% | -23.5% | +56.5% | +32.4% |
| 5Y | +41.3% | -67.4% | +108.7% | +42.5% |
| All | +41.3% | -67.2% | +108.4% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling