-5.0%
IBM vs PEG
-5.7%
+0.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.2% |
| 7D | +3.6% | -0.1% | +3.6% | +3.5% |
| 30D | +1.5% | -1.7% | +3.3% | +1.4% |
| 3M | -12.9% | -6.8% | -6.1% | -13.3% |
| 6M | -3.9% | -11.4% | +7.5% | -4.6% |
| YTD | -17.3% | -7.2% | -10.1% | -18.3% |
| 1Y | -5.0% | -6.1% | +1.1% | -3.6% |
| All | -5.0% | -5.7% | +0.7% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling