-6.1%
PEG vs BUD
+33.8%
-39.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | -0.1% | -1.3% | +1.2% | +0.1% |
| 30D | -1.7% | -6.1% | +4.4% | -0.7% |
| 3M | -6.8% | -3.8% | -3.0% | -6.3% |
| 6M | -11.4% | +8.2% | -19.5% | -12.8% |
| YTD | -7.2% | +23.6% | -30.8% | -8.3% |
| 1Y | -6.1% | +33.4% | -39.6% | -5.7% |
| All | -6.1% | +33.8% | -39.9% | -5.7% |
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