+37.4%
PEG vs BG
+81.8%
-44.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | -0.9% | +3.1% | -4.0% | -1.3% |
| 30D | -3.7% | +10.2% | -13.9% | -4.9% |
| 3M | -7.3% | -1.7% | -5.6% | -7.2% |
| 6M | -10.5% | +1.0% | -11.5% | -10.9% |
| YTD | -7.5% | +39.9% | -47.4% | -12.0% |
| 1Y | -8.7% | +53.2% | -61.9% | -14.5% |
| 3Y | +31.4% | +16.3% | +15.1% | +27.4% |
| All | +37.4% | +81.8% | -44.4% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling