+990.2%
IBKR vs PEG
+148.0%
+842.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.3% | -0.9% | -0.5% | -1.0% |
| 30D | -0.2% | -3.7% | +3.5% | +1.1% |
| 3M | +3.0% | -7.3% | +10.2% | +5.6% |
| 6M | +33.9% | -10.5% | +44.3% | +38.8% |
| YTD | +42.5% | -7.5% | +50.0% | +45.5% |
| 1Y | +44.9% | -8.7% | +53.6% | +48.5% |
| 3Y | +293.0% | +31.4% | +261.6% | +251.2% |
| 5Y | +497.7% | +37.8% | +459.9% | +416.0% |
| All | +990.2% | +148.0% | +842.2% | +721.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling