-14.9%
BAX vs PEG
+34.2%
-49.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +3.6% | +2.6% | +1.1% | +2.9% |
| 30D | +8.5% | +3.3% | +5.2% | +7.3% |
| 3M | -4.9% | +1.1% | -5.9% | -5.3% |
| 6M | +47.0% | -1.4% | +48.4% | +47.8% |
| YTD | +38.4% | -4.6% | +43.0% | +40.1% |
| 1Y | +49.1% | -7.2% | +56.3% | +52.2% |
| 3Y | -14.9% | +33.7% | -48.6% | -27.3% |
| All | -14.9% | +34.2% | -49.1% | -27.3% |
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