+10.6%
IOT vs PEG
-6.2%
+16.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.6% | +4.5% |
| 7D | -0.5% | +1.0% | -1.5% | +0.3% |
| 30D | +1.0% | +6.6% | -5.6% | +5.9% |
| 3M | +10.9% | -3.1% | +14.0% | +8.2% |
| 6M | +39.9% | -7.4% | +47.3% | +33.3% |
| YTD | +20.8% | -6.4% | +27.2% | +15.6% |
| 1Y | +10.6% | -7.4% | +18.0% | +6.5% |
| All | +10.6% | -6.2% | +16.7% | +6.5% |
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 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