+335.7%
PEG vs BAH
+1,074.5%
-738.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.8% | +3.1% |
| 7D | +0.9% | -1.5% | +2.4% | +1.1% |
| 30D | +3.8% | +17.3% | -13.5% | +1.3% |
| 3M | +0.1% | +14.9% | -14.8% | -2.2% |
| 6M | -1.0% | +14.2% | -15.2% | -3.6% |
| YTD | -4.1% | +5.1% | -9.3% | -6.2% |
| 1Y | -6.9% | +2.1% | -8.9% | -8.5% |
| 3Y | +35.6% | -26.0% | +61.6% | +37.5% |
| 5Y | +42.8% | +9.0% | +33.8% | +33.5% |
| 10Y | +160.2% | +208.8% | -48.6% | +108.5% |
| All | +335.7% | +1,074.5% | -738.9% | +176.5% |
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