+1,909.0%
PEG vs BWA
+2,606.8%
-697.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +4.5% | +4.3% | +0.2% | +3.8% |
| 30D | +7.5% | -13.0% | +20.5% | +9.9% |
| 3M | +0.8% | -24.8% | +25.7% | +5.4% |
| 6M | 0.0% | -23.5% | +23.5% | +3.8% |
| YTD | -3.0% | +13.8% | -16.9% | -6.7% |
| 1Y | -4.7% | +13.4% | -18.2% | -8.3% |
| 3Y | +36.5% | +62.8% | -26.3% | +21.8% |
| 5Y | +44.4% | +28.5% | +15.9% | +31.8% |
| 10Y | +170.2% | +95.4% | +74.8% | +118.2% |
| All | +1,909.0% | +2,606.8% | -697.7% | +1,004.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling