-6.8%
PEG vs BIYA
-99.8%
+92.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.0% | +2.7% | -1.7% | +1.0% |
| 30D | -1.9% | -18.7% | +16.8% | -1.9% |
| 3M | -3.7% | -72.0% | +68.4% | -3.4% |
| 6M | -9.4% | -86.4% | +77.0% | -9.1% |
| YTD | -6.0% | -94.2% | +88.2% | -5.3% |
| 1Y | -4.4% | -98.4% | +94.1% | -3.2% |
| All | -6.8% | -99.8% | +92.9% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling