+7.8%
WBD vs PEG
+35.4%
-27.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -0.6% | -0.9% | +0.3% | -0.1% |
| 30D | +4.2% | -2.8% | +6.9% | +5.6% |
| 3M | +7.5% | -6.9% | +14.4% | +11.3% |
| 6M | +1.6% | -11.4% | +13.0% | +7.5% |
| YTD | -2.2% | -7.4% | +5.2% | +0.7% |
| 1Y | +124.9% | -8.3% | +133.1% | +132.0% |
| 3Y | +149.1% | +31.5% | +117.6% | +103.7% |
| 5Y | +7.8% | +38.0% | -30.1% | -16.0% |
| All | +7.8% | +35.4% | -27.6% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling