+35.6%
PEG vs BUD
+48.5%
-12.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.1% |
| 7D | +0.9% | +1.3% | -0.5% | +0.6% |
| 30D | +3.8% | +10.0% | -6.2% | +2.1% |
| 3M | +0.1% | +1.6% | -1.5% | -0.3% |
| 6M | -1.0% | +6.5% | -7.5% | -2.2% |
| YTD | -4.1% | +34.8% | -39.0% | -9.1% |
| 1Y | -6.9% | +36.5% | -43.3% | -11.9% |
| 3Y | +35.6% | +49.0% | -13.3% | +21.1% |
| All | +35.6% | +48.5% | -12.9% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling