-4.6%
BA vs PEG
+34.5%
-39.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.2% | +0.7% | +0.5% | +0.9% |
| 30D | -11.6% | -2.4% | -9.2% | -11.0% |
| 3M | -2.4% | -4.8% | +2.4% | -1.0% |
| 6M | -6.6% | -10.7% | +4.1% | -3.5% |
| YTD | -2.2% | -6.7% | +4.4% | -0.5% |
| 1Y | -8.0% | -6.8% | -1.2% | -6.5% |
| All | -4.6% | +34.5% | -39.2% | -15.5% |
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