+2,907.3%
PEG vs BEN
+5,193.4%
-2,286.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.5% | +7.2% | -5.7% | -0.1% |
| 30D | +5.0% | +14.1% | -9.1% | +2.0% |
| 3M | -0.3% | +9.9% | -10.2% | -2.5% |
| 6M | -2.7% | +17.4% | -20.1% | -6.3% |
| YTD | -5.1% | +57.3% | -62.4% | -14.5% |
| 1Y | -8.3% | +66.9% | -75.2% | -18.4% |
| 3Y | +33.0% | +85.7% | -52.6% | +13.6% |
| 5Y | +41.3% | +31.2% | +10.1% | +27.8% |
| 10Y | +164.5% | +61.0% | +103.5% | +117.6% |
| All | +2,907.3% | +5,193.4% | -2,286.1% | +1,312.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling