+11.4%
WBD vs PEG
+148.0%
-136.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -0.7% | -0.9% | +0.1% | -0.3% |
| 30D | +1.4% | -3.7% | +5.1% | +3.2% |
| 3M | +4.4% | -7.3% | +11.7% | +8.0% |
| 6M | +0.8% | -10.5% | +11.3% | +5.6% |
| YTD | -2.7% | -7.5% | +4.8% | +0.1% |
| 1Y | +73.4% | -8.7% | +82.1% | +79.0% |
| 3Y | +142.1% | +31.4% | +110.8% | +108.0% |
| 5Y | +7.2% | +37.8% | -30.6% | -10.6% |
| All | +11.4% | +148.0% | -136.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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