+731.5%
PEG vs BG
+1,185.2%
-453.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | -0.2% |
| 7D | +1.0% | +2.4% | -1.3% | +0.5% |
| 30D | -1.9% | +15.0% | -16.9% | -4.9% |
| 3M | -3.7% | -0.7% | -3.0% | -3.9% |
| 6M | -9.4% | +7.5% | -16.9% | -11.4% |
| YTD | -6.0% | +41.6% | -47.6% | -13.6% |
| 1Y | -4.4% | +50.7% | -55.0% | -13.6% |
| 3Y | +33.5% | +20.3% | +13.2% | +24.8% |
| 5Y | +35.7% | +85.2% | -49.5% | +12.5% |
| 10Y | +140.4% | +160.6% | -20.2% | +73.8% |
| All | +731.5% | +1,185.2% | -453.7% | +371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling