+2,856.5%
PEG vs BBWI
+1,034.6%
+1,821.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -0.5% |
| 7D | +0.7% | +1.5% | -0.8% | +0.5% |
| 30D | -2.4% | -5.2% | +2.8% | -2.0% |
| 3M | -4.8% | +11.1% | -15.9% | -6.4% |
| 6M | -10.7% | -13.4% | +2.7% | -10.0% |
| YTD | -6.7% | +0.1% | -6.8% | -7.9% |
| 1Y | -6.8% | -36.1% | +29.3% | -3.6% |
| 3Y | +34.5% | -44.1% | +78.6% | +37.6% |
| 5Y | +35.8% | -66.2% | +102.0% | +43.9% |
| 10Y | +141.7% | -54.8% | +196.5% | +121.0% |
| All | +2,856.5% | +1,034.6% | +1,821.9% | +1,496.5% |
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 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