+331.4%
PEG vs BAH
+1,077.1%
-745.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.5% | -1.6% | +3.1% | +1.7% |
| 30D | +5.0% | +18.0% | -13.0% | +2.4% |
| 3M | -0.3% | +11.4% | -11.8% | -2.1% |
| 6M | -2.7% | +17.7% | -20.3% | -5.6% |
| YTD | -5.1% | +5.4% | -10.4% | -7.1% |
| 1Y | -8.3% | +2.8% | -11.0% | -10.0% |
| 3Y | +33.0% | -26.7% | +59.7% | +35.1% |
| 5Y | +41.3% | +8.1% | +33.2% | +32.3% |
| 10Y | +164.5% | +202.5% | -38.0% | +112.5% |
| All | +331.4% | +1,077.1% | -745.7% | +173.6% |
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 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