+2,533.7%
IBM vs PEG
+2,989.2%
-455.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.9% | -0.6% |
| 7D | -2.5% | +0.9% | -3.4% | -2.8% |
| 30D | +8.4% | +3.8% | +4.6% | +7.0% |
| 3M | +4.5% | +0.1% | +4.4% | +4.2% |
| 6M | +7.9% | -1.0% | +8.9% | +7.8% |
| YTD | -15.2% | -4.1% | -11.1% | -14.8% |
| 1Y | -17.6% | -6.9% | -10.7% | -16.4% |
| 3Y | +82.1% | +35.6% | +46.4% | +61.9% |
| 5Y | +143.3% | +42.8% | +100.6% | +111.2% |
| 10Y | +149.9% | +160.2% | -10.3% | +78.7% |
| All | +2,533.7% | +2,989.2% | -455.5% | +801.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling