+23.4%
BA vs PEG
+167.4%
-144.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.1% |
| 7D | -0.6% | +2.3% | -2.9% | -2.1% |
| 30D | -8.0% | +6.1% | -14.2% | -11.7% |
| 3M | -25.8% | -0.5% | -25.3% | -25.9% |
| 6M | -27.6% | -3.2% | -24.4% | -26.7% |
| YTD | -21.0% | -4.4% | -16.6% | -19.8% |
| 1Y | -12.3% | -7.4% | -4.9% | -9.1% |
| 3Y | -12.8% | +33.9% | -46.7% | -33.3% |
| 5Y | -22.4% | +42.3% | -64.7% | -44.9% |
| All | +23.4% | +167.4% | -144.0% | -34.0% |
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 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