-32.0%
BAX vs PEG
+34.5%
-66.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.0% |
| 7D | -2.4% | +1.0% | -3.5% | -2.7% |
| 30D | -9.7% | -1.9% | -7.9% | -9.2% |
| 3M | +29.3% | -3.7% | +32.9% | +30.8% |
| 6M | +40.7% | -9.4% | +50.1% | +44.6% |
| YTD | +30.3% | -6.0% | +36.3% | +32.4% |
| 1Y | +3.4% | -4.4% | +7.8% | +4.5% |
| 3Y | -32.0% | +33.5% | -65.5% | -35.3% |
| All | -32.0% | +34.5% | -66.5% | -35.3% |
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