+5,143.0%
BDX vs PEG
+2,929.1%
+2,213.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | -4.3% | +1.0% | -5.3% | -4.6% |
| 30D | +1.3% | -1.9% | +3.1% | +1.8% |
| 3M | +20.2% | -3.7% | +23.9% | +21.5% |
| 6M | +8.6% | -9.4% | +18.0% | +11.5% |
| YTD | +19.0% | -6.0% | +25.0% | +20.8% |
| 1Y | +21.2% | -4.4% | +25.5% | +22.2% |
| 3Y | -9.7% | +33.5% | -43.2% | -17.9% |
| 5Y | -3.4% | +35.7% | -39.1% | -12.9% |
| 10Y | +53.9% | +140.4% | -86.6% | +16.6% |
| All | +5,143.0% | +2,929.1% | +2,213.9% | +1,676.2% |
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