+22.9%
IP vs PEG
+140.6%
-117.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | -5.3% | +0.7% | -6.0% | -5.6% |
| 30D | -10.9% | -2.4% | -8.4% | -9.8% |
| 3M | +11.2% | -4.8% | +16.0% | +13.9% |
| 6M | -10.2% | -10.7% | +0.5% | -5.3% |
| YTD | -2.0% | -6.7% | +4.7% | +0.9% |
| 1Y | -19.1% | -6.8% | -12.3% | -16.8% |
| 3Y | +20.9% | +34.5% | -13.6% | +0.2% |
| 5Y | -17.8% | +35.8% | -53.6% | -33.0% |
| All | +22.9% | +140.6% | -117.7% | -21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling