+36.5%
PEG vs BBAI
+24.0%
+12.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.7% | +9.2% | +1.6% |
| 7D | +4.5% | -14.0% | +18.5% | +4.8% |
| 30D | +7.5% | -12.4% | +19.9% | +7.8% |
| 3M | +0.8% | -42.8% | +43.7% | +1.9% |
| 6M | 0.0% | -54.6% | +54.7% | +1.4% |
| YTD | -3.0% | -64.6% | +61.6% | -1.3% |
| 1Y | -4.7% | -69.9% | +65.1% | -2.8% |
| 3Y | +36.5% | +7.3% | +29.2% | +24.7% |
| All | +36.5% | +24.0% | +12.5% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling