+167.5%
PEG vs BEN
+58.7%
+108.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +4.5% | +6.8% | -2.3% | +3.0% |
| 30D | +7.5% | +18.0% | -10.4% | +3.5% |
| 3M | +0.8% | +7.5% | -6.6% | -1.0% |
| 6M | 0.0% | +14.7% | -14.7% | -3.5% |
| YTD | -3.0% | +56.1% | -59.1% | -13.4% |
| 1Y | -4.7% | +69.6% | -74.3% | -16.6% |
| 3Y | +36.5% | +87.7% | -51.2% | +14.0% |
| 5Y | +44.4% | +28.6% | +15.7% | +29.6% |
| All | +167.5% | +58.7% | +108.8% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling