+44.7%
PEG vs BBAI
-70.8%
+115.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +0.7% | -4.3% | +5.0% | +0.7% |
| 30D | -2.4% | -3.6% | +1.2% | -2.4% |
| 3M | -4.8% | -38.8% | +34.0% | -4.8% |
| 6M | -10.7% | -23.8% | +13.1% | -10.7% |
| YTD | -6.7% | -45.9% | +39.2% | -6.6% |
| 1Y | -6.8% | -40.8% | +33.9% | -6.8% |
| 3Y | +34.5% | +69.8% | -35.3% | +35.1% |
| 5Y | +35.8% | -70.3% | +106.1% | +38.8% |
| All | +44.7% | -70.8% | +115.5% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling