+35.7%
PEG vs BAH
-2.8%
+38.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +0.8% |
| 7D | +1.0% | -4.3% | +5.4% | +1.5% |
| 30D | -1.9% | -4.5% | +2.6% | -1.5% |
| 3M | -3.7% | -7.6% | +3.9% | -3.1% |
| 6M | -9.4% | -10.6% | +1.2% | -8.8% |
| YTD | -6.0% | -12.6% | +6.6% | -5.7% |
| 1Y | -4.4% | -27.0% | +22.6% | -1.8% |
| 3Y | +33.5% | -31.5% | +65.0% | +32.5% |
| 5Y | +35.7% | -3.8% | +39.6% | +25.6% |
| All | +35.7% | -2.8% | +38.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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