+35.6%
PEG vs BBWI
-68.8%
+104.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.0% | -0.9% |
| 7D | -0.1% | -4.4% | +4.3% | +0.2% |
| 30D | -1.7% | -7.4% | +5.6% | -1.3% |
| 3M | -6.8% | -2.2% | -4.6% | -6.9% |
| 6M | -11.4% | -16.3% | +4.9% | -10.8% |
| YTD | -7.2% | -9.1% | +1.9% | -7.3% |
| 1Y | -6.1% | -34.5% | +28.4% | -4.3% |
| 3Y | +31.8% | -47.0% | +78.7% | +34.6% |
| 5Y | +35.6% | -68.8% | +104.5% | +37.9% |
| All | +35.6% | -68.8% | +104.4% | +37.9% |
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 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