+55.4%
IOT vs PEG
+31.1%
+24.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -4.5% | -0.9% | -3.6% | -4.3% |
| 30D | -2.4% | -3.7% | +1.3% | -1.7% |
| 3M | +19.0% | -7.3% | +26.2% | +20.6% |
| 6M | +19.6% | -10.5% | +30.1% | +22.0% |
| YTD | +8.3% | -7.5% | +15.8% | +8.9% |
| 1Y | -0.8% | -8.7% | +7.9% | -0.1% |
| 3Y | +24.4% | +31.4% | -7.0% | +9.4% |
| All | +55.4% | +31.1% | +24.3% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling