-1.7%
IP vs PEG
-6.5%
+4.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +1.6% |
| 7D | -3.0% | +0.9% | -3.9% | -3.4% |
| 30D | +10.6% | +3.8% | +6.8% | +9.2% |
| 3M | -13.6% | +0.1% | -13.6% | -13.4% |
| 6M | +10.4% | -1.0% | +11.4% | +11.5% |
| YTD | -6.5% | -4.1% | -2.4% | -5.6% |
| All | -1.7% | -6.5% | +4.8% | +1.7% |
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 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