+12.2%
IOT vs PEG
-7.0%
+19.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.9% | +3.6% |
| 7D | -2.3% | +0.7% | -3.0% | -1.9% |
| 30D | +3.8% | -2.4% | +6.2% | +2.0% |
| 3M | +14.2% | -4.8% | +19.0% | +10.7% |
| 6M | +40.1% | -10.7% | +50.8% | +32.7% |
| YTD | +13.4% | -6.7% | +20.1% | +9.1% |
| 1Y | +12.2% | -6.8% | +19.0% | +8.6% |
| All | +12.2% | -7.0% | +19.2% | +8.6% |
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