-36.9%
BAX vs PEG
+139.0%
-175.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -12.2% | -1.7% | -10.4% | -11.6% |
| 3M | +21.8% | -6.8% | +28.6% | +25.0% |
| 6M | +36.3% | -11.4% | +47.7% | +42.4% |
| YTD | +27.8% | -7.2% | +35.0% | +31.1% |
| 1Y | -0.1% | -6.1% | +6.1% | +1.9% |
| 3Y | -33.3% | +31.8% | -65.1% | -41.3% |
| 5Y | -67.1% | +35.6% | -102.7% | -71.5% |
| 10Y | -36.9% | +148.7% | -185.6% | -55.9% |
| All | -36.9% | +139.0% | -175.9% | -55.9% |
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