+2,928.0%
PEG vs BBWI
+1,125.9%
+1,802.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.0% |
| 7D | +2.3% | -4.5% | +6.9% | +2.9% |
| 30D | +6.1% | +17.1% | -11.0% | +4.0% |
| 3M | -0.5% | +17.5% | -18.0% | -2.9% |
| 6M | -3.2% | +12.8% | -16.0% | -5.4% |
| YTD | -4.4% | +8.2% | -12.6% | -6.8% |
| 1Y | -7.4% | -1.8% | -5.6% | -9.3% |
| 3Y | +33.9% | -25.8% | +59.7% | +32.1% |
| 5Y | +42.3% | -68.0% | +110.3% | +51.9% |
| 10Y | +166.4% | -47.6% | +213.9% | +138.4% |
| All | +2,928.0% | +1,125.9% | +1,802.0% | +1,515.2% |
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