+1,880.4%
PEG vs BWA
+2,612.1%
-731.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +2.3% | +7.3% | -5.0% | +1.1% |
| 30D | +6.1% | -15.8% | +22.0% | +9.1% |
| 3M | -0.5% | -25.7% | +25.2% | +4.2% |
| 6M | -3.2% | -19.6% | +16.4% | -0.3% |
| YTD | -4.4% | +14.1% | -18.5% | -8.0% |
| 1Y | -7.4% | +12.2% | -19.5% | -10.7% |
| 3Y | +33.9% | +63.8% | -29.9% | +19.4% |
| 5Y | +42.3% | +28.7% | +13.6% | +29.9% |
| 10Y | +166.4% | +95.8% | +70.6% | +115.1% |
| All | +1,880.4% | +2,612.1% | -731.7% | +988.8% |
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