-16.2%
BA vs PEG
+36.1%
-52.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.4% |
| 7D | -1.1% | +4.5% | -5.6% | -2.3% |
| 30D | -7.1% | +7.5% | -14.7% | -9.0% |
| 3M | -25.5% | +0.8% | -26.4% | -25.7% |
| 6M | -28.7% | 0.0% | -28.7% | -28.8% |
| YTD | -21.0% | -3.0% | -18.0% | -20.5% |
| 1Y | -11.9% | -4.7% | -7.1% | -10.8% |
| 3Y | -16.2% | +36.5% | -52.6% | -22.0% |
| All | -16.2% | +36.1% | -52.3% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling