+2,856.5%
PEG vs BEN
+4,913.3%
-2,056.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | -0.9% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -2.4% | -0.5% | -1.9% | -2.4% |
| 3M | -4.8% | +9.7% | -14.5% | -6.8% |
| 6M | -10.7% | +33.9% | -44.6% | -16.4% |
| YTD | -6.7% | +49.0% | -55.7% | -14.8% |
| 1Y | -6.8% | +42.1% | -49.0% | -14.3% |
| 3Y | +34.5% | +51.9% | -17.4% | +19.9% |
| 5Y | +35.8% | +39.0% | -3.3% | +21.1% |
| 10Y | +141.7% | +57.9% | +83.9% | +99.4% |
| All | +2,856.5% | +4,913.3% | -2,056.8% | +1,307.2% |
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