+895.2%
BAX vs PEG
+2,958.7%
-2,063.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.6% | +1.5% | -2.1% | -1.1% |
| 30D | +6.3% | +5.0% | +1.3% | +4.5% |
| 3M | -4.6% | -0.3% | -4.2% | -4.7% |
| 6M | +50.4% | -2.7% | +53.0% | +51.5% |
| YTD | +38.0% | -5.1% | +43.1% | +39.8% |
| 1Y | +44.6% | -8.3% | +52.9% | +48.1% |
| 3Y | -15.1% | +33.0% | -48.2% | -23.9% |
| 5Y | -63.3% | +41.3% | -104.6% | -68.0% |
| 10Y | -34.4% | +164.5% | -198.9% | -54.3% |
| All | +895.2% | +2,958.7% | -2,063.6% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling