+328.8%
PEG vs BUD
+215.1%
+113.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +5.0% | +7.4% | -2.4% | +2.8% |
| 3M | -0.3% | +4.3% | -4.6% | -1.7% |
| 6M | -2.7% | +5.3% | -7.9% | -4.4% |
| YTD | -5.1% | +33.2% | -38.3% | -13.2% |
| 1Y | -8.3% | +31.8% | -40.0% | -15.9% |
| 3Y | +33.0% | +47.8% | -14.7% | +16.2% |
| 5Y | +41.3% | +50.2% | -8.9% | +20.8% |
| 10Y | +164.5% | -4.8% | +169.3% | +140.0% |
| All | +328.8% | +215.1% | +113.8% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling