+2.3%
IP vs PEG
-6.2%
+8.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +3.4% | +1.0% | +2.4% | +3.1% |
| 30D | +11.2% | +6.6% | +4.6% | +8.8% |
| 3M | -14.8% | -3.1% | -11.7% | -13.5% |
| 6M | +17.3% | -7.4% | +24.6% | +20.6% |
| YTD | -6.2% | -6.4% | +0.3% | -4.3% |
| 1Y | +2.3% | -7.4% | +9.8% | +5.5% |
| All | +2.3% | -6.2% | +8.5% | +5.5% |
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