+293.4%
WBD vs PEG
+422.9%
-129.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +3.9% | -1.7% | +5.6% | +4.7% |
| 3M | +5.1% | -6.8% | +11.9% | +8.5% |
| 6M | +0.6% | -11.4% | +11.9% | +5.9% |
| YTD | -3.2% | -7.2% | +4.1% | -0.5% |
| 1Y | +127.7% | -6.1% | +133.8% | +132.1% |
| 3Y | +146.6% | +31.8% | +114.8% | +112.3% |
| 5Y | +4.2% | +35.6% | -31.4% | -12.3% |
| 10Y | +13.7% | +148.7% | -135.0% | -31.3% |
| All | +293.4% | +422.9% | -129.5% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling