+2,971.7%
PEG vs BBWI
+1,144.0%
+1,827.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.3% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +7.5% | +12.9% | -5.3% | +5.8% |
| 3M | +0.8% | +16.0% | -15.2% | -1.4% |
| 6M | 0.0% | +16.6% | -16.6% | -2.7% |
| YTD | -3.0% | +9.7% | -12.8% | -5.7% |
| 1Y | -4.7% | +1.5% | -6.2% | -7.1% |
| 3Y | +36.5% | -21.4% | +57.8% | +33.6% |
| 5Y | +44.4% | -67.6% | +111.9% | +53.8% |
| 10Y | +170.2% | -46.8% | +217.0% | +141.4% |
| All | +2,971.7% | +1,144.0% | +1,827.7% | +1,535.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling