-7.4%
PEG vs BWA
+17.4%
-24.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.7% |
| 7D | +1.0% | -9.9% | +10.9% | +1.5% |
| 30D | +6.6% | -16.4% | +23.0% | +7.5% |
| 3M | -3.1% | -19.8% | +16.7% | -2.2% |
| 6M | -7.4% | -10.0% | +2.6% | -7.8% |
| YTD | -6.4% | +12.7% | -19.2% | -9.2% |
| 1Y | -7.4% | +15.7% | -23.1% | -10.5% |
| All | -7.4% | +17.4% | -24.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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