+143.6%
IBM vs PEG
+161.7%
-18.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -1.7% | +1.5% | -3.2% | -2.3% |
| 30D | +10.1% | +5.0% | +5.1% | +7.8% |
| 3M | +4.8% | -0.3% | +5.2% | +4.7% |
| 6M | +12.6% | -2.7% | +15.3% | +13.3% |
| YTD | -13.9% | -5.1% | -8.8% | -13.1% |
| 1Y | -18.7% | -8.3% | -10.5% | -16.7% |
| 3Y | +81.9% | +33.0% | +48.9% | +54.0% |
| 5Y | +148.3% | +41.3% | +107.0% | +100.9% |
| 10Y | +143.6% | +164.5% | -20.9% | +55.3% |
| All | +143.6% | +161.7% | -18.1% | +55.3% |
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