+31.5%
PEG vs BG
+20.1%
+11.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.2% |
| 7D | -0.9% | +3.7% | -4.6% | -1.2% |
| 30D | -2.8% | +12.3% | -15.1% | -3.7% |
| 3M | -6.9% | -2.2% | -4.7% | -6.8% |
| 6M | -11.4% | +5.3% | -16.7% | -12.0% |
| YTD | -7.4% | +42.4% | -49.8% | -10.5% |
| 1Y | -8.3% | +55.2% | -63.5% | -12.2% |
| All | +31.5% | +20.1% | +11.4% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling