+163.7%
PEG vs BWA
+94.6%
+69.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +2.3% | +7.3% | -5.0% | +1.2% |
| 30D | +6.1% | -15.8% | +22.0% | +8.9% |
| 3M | -0.5% | -25.7% | +25.2% | +4.0% |
| 6M | -3.2% | -19.6% | +16.4% | -0.5% |
| YTD | -4.4% | +14.1% | -18.5% | -8.3% |
| 1Y | -7.4% | +12.2% | -19.5% | -10.9% |
| 3Y | +33.9% | +63.8% | -29.9% | +18.6% |
| 5Y | +42.3% | +28.7% | +13.6% | +28.8% |
| All | +163.7% | +94.6% | +69.1% | +107.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling