+215.8%
PEG vs BTG
+385.9%
-170.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | -0.1% | +2.4% | -2.5% | -0.2% |
| 30D | -1.7% | +9.5% | -11.2% | -2.4% |
| 3M | -6.8% | +38.5% | -45.3% | -8.9% |
| 6M | -11.4% | +5.6% | -17.0% | -12.2% |
| YTD | -7.2% | +23.9% | -31.2% | -9.2% |
| 1Y | -6.1% | +32.1% | -38.3% | -8.7% |
| 3Y | +31.8% | +103.2% | -71.4% | +23.7% |
| 5Y | +35.6% | +79.7% | -44.1% | +27.4% |
| 10Y | +148.7% | +159.1% | -10.4% | +124.1% |
| All | +215.8% | +385.9% | -170.1% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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