+35.6%
PEG vs BBAI
-71.3%
+106.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.3% |
| 7D | -0.1% | -4.1% | +4.0% | -0.1% |
| 30D | -1.7% | -12.4% | +10.6% | -1.7% |
| 3M | -6.8% | -29.1% | +22.3% | -6.8% |
| 6M | -11.4% | -32.6% | +21.3% | -11.3% |
| YTD | -7.2% | -47.6% | +40.4% | -7.2% |
| 1Y | -6.1% | -41.0% | +34.9% | -6.1% |
| 3Y | +31.8% | +67.5% | -35.7% | +32.4% |
| 5Y | +35.6% | -71.3% | +106.9% | +37.6% |
| All | +35.6% | -71.3% | +106.9% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling