+144.5%
IBM vs PEG
+139.0%
+5.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.9% |
| 7D | +3.6% | -0.1% | +3.6% | +3.6% |
| 30D | +1.5% | -1.7% | +3.3% | +2.2% |
| 3M | -12.9% | -6.8% | -6.1% | -10.4% |
| 6M | -3.9% | -11.4% | +7.5% | +0.6% |
| YTD | -17.3% | -7.2% | -10.1% | -15.6% |
| 1Y | -5.0% | -6.1% | +1.1% | -3.8% |
| 3Y | +78.2% | +31.8% | +46.4% | +51.7% |
| 5Y | +120.6% | +35.6% | +85.0% | +82.5% |
| 10Y | +144.5% | +148.7% | -4.2% | +59.9% |
| All | +144.5% | +139.0% | +5.5% | +59.9% |
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