+56.7%
BDX vs PEG
+148.0%
-91.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -3.2% | -0.9% | -2.3% | -2.9% |
| 30D | -2.5% | -3.7% | +1.2% | -1.2% |
| 3M | +21.4% | -7.3% | +28.7% | +24.8% |
| 6M | +10.4% | -10.5% | +20.9% | +14.8% |
| YTD | +18.8% | -7.5% | +26.3% | +21.8% |
| 1Y | +21.7% | -8.7% | +30.4% | +25.2% |
| 3Y | -10.0% | +31.4% | -41.3% | -20.8% |
| 5Y | -1.8% | +37.8% | -39.6% | -15.7% |
| All | +56.7% | +148.0% | -91.3% | +9.0% |
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 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