+324.1%
PEG vs BAH
+886.2%
-562.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.1% |
| 7D | +0.7% | -3.2% | +3.9% | +1.2% |
| 30D | -2.4% | +2.0% | -4.4% | -2.8% |
| 3M | -4.8% | -7.6% | +2.8% | -4.0% |
| 6M | -10.7% | -5.7% | -5.0% | -10.5% |
| YTD | -6.7% | -11.7% | +5.0% | -6.1% |
| 1Y | -6.8% | -27.4% | +20.5% | -3.5% |
| 3Y | +34.5% | -32.5% | +67.0% | +37.9% |
| 5Y | +35.8% | -3.3% | +39.1% | +29.0% |
| 10Y | +141.7% | +186.0% | -44.3% | +96.7% |
| All | +324.1% | +886.2% | -562.1% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling