+2,574.6%
IBM vs PEG
+2,958.7%
-384.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -1.7% | +1.5% | -3.2% | -2.2% |
| 30D | +10.1% | +5.0% | +5.1% | +8.3% |
| 3M | +4.8% | -0.3% | +5.2% | +4.7% |
| 6M | +12.6% | -2.7% | +15.3% | +13.1% |
| YTD | -13.9% | -5.1% | -8.8% | -13.2% |
| 1Y | -18.7% | -8.3% | -10.5% | -17.2% |
| 3Y | +81.9% | +33.0% | +48.9% | +62.8% |
| 5Y | +148.3% | +41.3% | +107.0% | +116.3% |
| 10Y | +143.6% | +164.5% | -20.9% | +73.5% |
| All | +2,574.6% | +2,958.7% | -384.1% | +818.3% |
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 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