-7.4%
PEG vs BUD
+38.4%
-45.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | 0.0% |
| 7D | +1.0% | +3.3% | -2.3% | +0.4% |
| 30D | +6.6% | +11.8% | -5.2% | +4.5% |
| 3M | -3.1% | -1.1% | -2.0% | -2.8% |
| 6M | -7.4% | +14.9% | -22.2% | -9.9% |
| YTD | -6.4% | +32.6% | -39.0% | -10.3% |
| 1Y | -7.4% | +37.2% | -44.6% | -11.4% |
| All | -7.4% | +38.4% | -45.8% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling