+33.5%
PEG vs BWA
+72.9%
-39.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | +1.0% | +4.3% | -3.2% | +0.7% |
| 30D | -1.9% | -2.9% | +1.0% | -1.7% |
| 3M | -3.7% | -12.4% | +8.8% | -2.5% |
| 6M | -9.4% | +28.6% | -38.0% | -12.4% |
| YTD | -6.0% | +48.2% | -54.2% | -11.2% |
| 1Y | -4.4% | +50.9% | -55.3% | -10.0% |
| 3Y | +33.5% | +72.2% | -38.6% | +19.9% |
| All | +33.5% | +72.9% | -39.4% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling