+2,413.6%
IBM vs PEG
+2,907.1%
-493.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | +0.3% | -2.4% | +2.7% | +1.0% |
| 3M | -21.6% | -4.8% | -16.8% | -20.5% |
| 6M | -4.7% | -10.7% | +6.0% | -1.6% |
| YTD | -19.1% | -6.7% | -12.4% | -17.9% |
| 1Y | -2.5% | -6.8% | +4.3% | -1.1% |
| 3Y | +74.2% | +34.5% | +39.7% | +55.4% |
| 5Y | +113.1% | +35.8% | +77.4% | +88.2% |
| 10Y | +133.5% | +141.7% | -8.2% | +70.8% |
| All | +2,413.6% | +2,907.1% | -493.5% | +769.2% |
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