+28.1%
BA vs PEG
+155.4%
-127.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -2.7% |
| 7D | -1.7% | +0.9% | -2.6% | -2.3% |
| 30D | -9.5% | +3.8% | -13.3% | -11.8% |
| 3M | -26.5% | +0.1% | -26.5% | -26.8% |
| 6M | -27.4% | -1.0% | -26.4% | -27.5% |
| YTD | -20.6% | -4.1% | -16.5% | -19.5% |
| 1Y | -11.4% | -6.9% | -4.6% | -8.6% |
| 3Y | -10.8% | +35.6% | -46.5% | -32.3% |
| 5Y | -21.9% | +42.8% | -64.7% | -44.7% |
| 10Y | +28.1% | +160.2% | -132.1% | -30.9% |
| All | +28.1% | +155.4% | -127.3% | -30.9% |
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