-8.2%
PEG vs BIYA
-99.8%
+91.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -0.9% | -1.3% | +0.4% | -0.9% |
| 30D | -2.8% | -15.9% | +13.2% | -2.8% |
| 3M | -6.9% | -81.2% | +74.3% | -6.5% |
| 6M | -11.4% | -88.2% | +76.8% | -11.0% |
| YTD | -7.4% | -94.1% | +86.7% | -6.7% |
| 1Y | -8.3% | -98.7% | +90.4% | -7.2% |
| All | -8.2% | -99.8% | +91.5% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling