-8.7%
PEG vs BEN
+45.3%
-54.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | -3.1% | +2.2% | -0.7% |
| 30D | -3.7% | +0.2% | -3.9% | -3.7% |
| 3M | -7.3% | +6.8% | -14.1% | -7.7% |
| 6M | -10.5% | +38.1% | -48.6% | -12.4% |
| YTD | -7.5% | +44.3% | -51.8% | -10.7% |
| 1Y | -8.7% | +42.6% | -51.3% | -12.3% |
| All | -8.7% | +45.3% | -54.0% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling