+72.4%
IBM vs PEG
+34.5%
+37.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +0.3% | +1.0% | -0.7% | +0.1% |
| 30D | -1.5% | -1.9% | +0.4% | -1.1% |
| 3M | -16.8% | -3.7% | -13.1% | -16.0% |
| 6M | -9.0% | -9.4% | +0.4% | -7.0% |
| YTD | -20.1% | -6.0% | -14.1% | -19.5% |
| 1Y | -7.0% | -4.4% | -2.7% | -7.1% |
| 3Y | +72.4% | +33.5% | +38.9% | +58.7% |
| All | +72.4% | +34.5% | +37.9% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling