+147.3%
IBM vs PEG
+171.2%
-24.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | +1.6% | +4.5% | -2.9% | -0.3% |
| 30D | +9.2% | +7.5% | +1.7% | +5.9% |
| 3M | +4.9% | +0.8% | +4.1% | +4.3% |
| 6M | +16.8% | 0.0% | +16.7% | +16.2% |
| YTD | -14.3% | -3.0% | -11.2% | -14.2% |
| 1Y | -16.7% | -4.7% | -12.0% | -16.0% |
| 3Y | +82.2% | +36.5% | +45.7% | +52.5% |
| 5Y | +149.9% | +44.4% | +105.6% | +100.3% |
| All | +147.3% | +171.2% | -24.0% | +55.7% |
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