-63.1%
BAX vs PEG
+41.8%
-104.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +3.6% | +2.6% | +1.1% | +2.7% |
| 30D | +8.5% | +3.3% | +5.2% | +7.1% |
| 3M | -4.9% | +1.1% | -5.9% | -5.4% |
| 6M | +47.0% | -1.4% | +48.4% | +47.7% |
| YTD | +38.4% | -4.6% | +43.0% | +40.2% |
| 1Y | +49.1% | -7.2% | +56.3% | +52.6% |
| 3Y | -14.9% | +33.7% | -48.6% | -26.8% |
| 5Y | -63.1% | +40.8% | -103.9% | -69.0% |
| All | -63.1% | +41.8% | -104.9% | -69.0% |
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