-7.4%
PEG vs BBAI
-56.6%
+49.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.6% |
| 7D | +1.0% | +4.1% | -3.0% | +1.1% |
| 30D | +6.6% | -1.9% | +8.5% | +6.6% |
| 3M | -3.1% | -18.7% | +15.6% | -3.3% |
| 6M | -7.4% | -38.6% | +31.2% | -7.9% |
| YTD | -6.4% | -52.6% | +46.2% | -6.7% |
| 1Y | -7.4% | -55.3% | +47.9% | -7.7% |
| All | -7.4% | -56.6% | +49.2% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 1y: compounded portfolio wealth divided by compounded BBAI 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…
1y analysis · Full analysis span regression · 6 months rolling