+397.7%
BAC vs PEG
+139.0%
+258.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +1.1% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -1.4% | -1.7% | +0.4% | -0.5% |
| 3M | +15.7% | -6.8% | +22.5% | +19.6% |
| 6M | +32.2% | -11.4% | +43.5% | +39.5% |
| YTD | +15.8% | -7.2% | +23.0% | +19.0% |
| 1Y | +27.3% | -6.1% | +33.4% | +29.8% |
| 3Y | +137.5% | +31.8% | +105.7% | +99.3% |
| 5Y | +73.1% | +35.6% | +37.4% | +40.8% |
| 10Y | +397.7% | +148.7% | +249.0% | +260.8% |
| All | +397.7% | +139.0% | +258.7% | +260.8% |
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