-22.4%
BA vs PEG
+42.5%
-64.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | -0.6% | +2.3% | -2.9% | -1.5% |
| 30D | -8.0% | +6.1% | -14.2% | -10.2% |
| 3M | -25.8% | -0.5% | -25.3% | -25.8% |
| 6M | -27.6% | -3.2% | -24.4% | -26.9% |
| YTD | -21.0% | -4.4% | -16.6% | -20.1% |
| 1Y | -12.3% | -7.4% | -4.9% | -10.1% |
| 3Y | -12.8% | +33.9% | -46.7% | -26.4% |
| 5Y | -22.4% | +42.3% | -64.7% | -37.0% |
| All | -22.4% | +42.5% | -64.8% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling